Major depressive disorder (MDD) is an important contributor to the total disease burden because of its high comorbidity with chronic illnesses. Many people with high levels of depressive symptoms exhibit elevated systemic inflammation, but inflammation is not a necessary determinant of depression onset. Among those who recently experienced the death of a spouse, we investigated whether (a) inflammation assessed early in bereavement predicted future depressive symptoms and whether (b) inflammation predicted change in depressive symptoms from baseline to follow-up. Ninety-nine spousally bereaved individuals (M=68.61, SD=10.70) from a larger study were evaluated at baseline (3 months post-death) and follow-up (6 months post-death). Subjects received a venous blood draw and completed the Center for Epidemiologic Studies Depression Scale (CES-D). Stimulated T-cell derived cytokines (IL-6, TNF-α, and IFN-γ) were assessed individually and as a pro-inflammatory composite index. After controlling for confounding factors (i.e., age, sex, body mass index, race, ethnicity, anti-inflammatory medication, days since spousal death, smoking status, comorbidities), individuals with higher levels of IL-6, TNF-α, and IFN-γ at baseline exhibited more depressive symptoms (composite index, p = .05) and an increased probability of experiencing clinical levels of depression (CES-D score ≥16) (composite index, p = .04). Inflammatory levels were not predictive of change in depressive symptoms or in clinical depression status from baseline to follow-up. Among individuals who did not experience clinical levels of depression at baseline, baseline inflammatory levels predicted clinical levels of depression 3 months later (p = .03). This study provides support for an inflammatory mechanism underlying depression following bereavement. It suggests that one's inflammatory profile following a significant social stressor in older adulthood can be prognostic of depression risk months later. These findings add to our understanding of the physiological and mental health risks experienced by the bereaved population and provide insight into identifying vulnerable widow(er)s at risk for maladaptive grief coping. •Higher inflammation at 3 months post-loss predicted future depressive symptoms.•Higher inflammation increased odds of future clinical depression risk.•Inflammation did not predict change in depressive symptoms.•Among non-depressed widow(er)s, inflammation predicted future depression status.•Results support an inflammatory mechanism underlying bereavement-related depression.