Abstract Background Patients with ankylosing spondylitis (AS) are at increased risk of depression. This increased risk has been hypothesized to be solely secondary due to AS-related symptoms, or additionally due to a common inflammatory pathway. From a clinical perspective, it is important to know whether treatment with tumor necrosis factor alpha inhibitors reduces depressive symptoms, while from a pathophysiological point of view, it would be insightful to understand whether such an effect would be a direct result of reduced inflammation, the result of reduced AS-related symptoms, or both. The objective of this study was to evaluate the effect of infliximab on depressive symptoms in patients with AS in a randomized-controlled trial setting. Methods Data were retrieved from a subgroup of patients from the AS Study for the Evaluation of Recombinant Infliximab Therapy (ASSERT). Patients were randomly allocated to infliximab (n = 16) or placebo (n = 7) until week 24, after which all received infliximab until week 54. Associations between treatment group and depressive symptoms, measured with the Center for Epidemiological Studies Depression scale (CES-D, range 0–60 (best-worst)) at baseline and over time, were explored with generalized estimating equations (GEE). Results Mean CES-D score at baseline was 15.5 (SD 9.3) in the infliximab group and 17.3 (SD 5.7) in the placebo group. Twelve patients (52%) had a CES-D score > 16, suggestive for clinical depression. After 24 weeks, mean CES-D had decreased to 9.5 (SD 11.4) in the infliximab group, but was 18.0 (SD 6.9) in the placebo group. GEE revealed larger improvements in depressive symptoms (B = − 6.63, 95%CI − 13.35 to 0.09) and odds of possible depression (OR = 0.02, 95%CI 0.00 to 0.72) in the infliximab group, compared to the placebo group. Both associations largely disappeared when adjusted for self-reported disease activity and/or physical function. Additional adjustment for C-reactive protein (CRP) did not change results. Conclusions Depressive symptoms are common in patients with AS and active disease. Infliximab improves these depressive symptoms in AS when compared to placebo by improving disease symptoms. We did not find an indication for a direct link between CRP-mediated inflammation and depressive symptoms. Trial registration Trial registration (ASSERT): NCT00207701. Registered on September 21, 2005 (retrospectively registered).