Background Literature has shown that obesity, metabolic syndrome and inflammation are associated with depression, however, evidence suggests that these associations are specific to atypical depression. Which of the atypical symptoms are driving associations with obesity-related outcomes and inflammation is unknown. We evaluated associations between individual symptoms of depression (both atypical and non-atypical) and body mass index (BMI), metabolic syndrome components and inflammatory markers. Methods We included 808 persons with a current diagnosis of depression participating in the Netherlands Study of Depression and Anxiety (67% female, mean age 41.6 years). Depressive symptoms were derived from the Composite International Diagnostic Interview and the Inventory of Depressive Symptomatology. Univariable and multivariable regression analyses adjusting for sex, age, educational level, depression severity, current smoking, physical activity, anti-inflammatory medication use, and statin use were performed. Results Increased appetite was positively associated with BMI, number of metabolic syndrome components, waist circumference, C-reactive protein and tumor necrosis factor-α. Decreased appetite was negatively associated with BMI and waist circumference. Psychomotor retardation was positively associated with BMI, high-density lipoprotein cholesterol and triglycerides, and insomnia with number of metabolic syndrome components. Conclusion Increased appetite - in the context of a depressive episode - was the only symptom that was associated with both metabolic as well as inflammatory markers, and could be a key feature of an immuno-metabolic form of depression. This immuno-metabolic depression should be considered in clinical trials evaluating effectiveness of compounds targeting metabolic and inflammatory pathways or lifestyle interventions.