Antioxidants and fatty acids are associated with depression and inflammation, and inflammation appears to predict depression risk; hence, the associations between these nutrients and depression may be mediated by inflammation. We hypothesized that inflammatory markers interleukin (IL)-6 and C-reactive protein (CRP) mediate the associations between antioxidant and fatty acid intakes, and depression. Participants were from the Hunter Community Study, a longitudinal cohort of adults aged 55-85 years. Dietary intake was assessed using the Older Australian's Food Frequency Questionnaire. Fasting blood samples were drawn for analysis of nutrient and inflammatory biomarkers. Depressive symptoms were assessed using the 20-item Center for Epidemiologic Studies-Depression scale at baseline and at 5-year follow-up. Linear mixed models were used to investigate longitudinal associations between dietary intakes and depression, and mediation analyses were carried out to determine if IL-6 and/or CRP were the mediators. Analyses were conducted on men and women separately and adjusted for potential confounders. Fruit and monounsaturated fat intakes were negatively associated with depression, whereas total fat and saturated fat intakes were positively associated with depression in both sexes. Omega-3 polyunsaturated fat was inversely associated with depression in men only. IL-6 was a significant mediator of the association between fruits with low carotenoid content and depression in women. CRP significantly mediated the relationship between total fat, saturated fat, and monounsaturated fat intakes and depression in women, and saturated fat intake and depression in men. Our findings raise the possibility that the association between fatty acid intake and depression is partially mediated by inflammatory markers.