Background: Tryptophan catabolites (“TRYCATs”) produced by the kynurenine pathway (KP) may play a role in depression pathophysiology. Studies comparing TRYCATs levels in depressed subjects and controls provided mixed findings. We examined the association of TRYCATs levels with 1) the presence of Major Depressive Disorder (MDD), 2) depressive symptom profiles and 3) inflammatory markers. Methods: The sample from the Netherlands Study of Depression and Anxiety included participants with current (n = 1100) or remitted (n = 753) MDD DSM-IV diagnosis and healthy controls (n = 642). Plasma levels of tryptophan (TRP), kynurenine (KYN), kynurenic acid (KynA), quinolinic acid (QA), C-reactive protein (CRP), interleukin-6 (IL-6) and tumor necrosis factor (TNF) were measured. Atypical/energy-related symptom (AES), melancholic symptom (MS) and anxious-distress symptom (ADS) profiles were derived from questionnaires. Results: After adjustment for age, sex, education, smoking status, alcohol consumption and chronic diseases, no significant differences in TRYCATs were found comparing MDD cases versus controls. The MS profile was associated (q < 0.05) with lower KynA (β = -0.05), while AES was associated with higher KYN (β = 0.05), QA (β = 0.06) and TRP (β = 0.06). Inflammatory markers were associated with higher KYN (CRP β = 0.12, IL-6 β = 0.08, TNF β = 0.10) and QA (CRP β = 0.21, IL-6 β = 0.12, TNF β = 0.18). Significant differences against controls emerged after selecting MDD cases with high (top 30%) CRP (KYN d = 0.20, QA d = 0.33) and high TNF (KYN d = 0.24; QA d = 0.39). Conclusions: TRYCATs levels were related to specific clinical and biological features, such as atypical symptoms or a proinflammatory status. Modulation of KP may potentially benefit a specific subset of depressed patients. Clinical studies should focus on patients with clear evidence of KP dysregulations.