It is currently unknown whether elevated cytokine levels in depression are confined to any specific subgroup of depressive patients. In this study, medical out-patients presenting with cardiovascular risk factors (N = 356) were assessed for both cognitive-affective and physical symptoms of depression using the Hospital Anxiety and Depression Scale (HADS) and the Maastricht questionnaire (MQ), respectively. In study participants assigned to the highest (≥21) and lowest (≤5) quartile for the MQ score, serum levels of cytokines were measured. We found highly significant associations between cognitive-affective symptoms of depression and elevated serum levels of interleukin-6 (IL-6; ρ = .231; p = .002) and interleukin-10 (IL-10; ρ = .370; p < .001), respectively. In multiple regression models elevated IL-10 serum concentration was independently related to cognitive-affective symptoms of depression (ρ = .165; p = .002). When all cytokines were included in one model, elevated IL-10 serum concentrations remained a significant predictor for depressive mood (ρ = .157; p = .009). In patients with cardiovascular risk factors and extreme scores for vital exhaustion, elevated serum IL-6 and even more IL-10 concentrations are linked to the presence of depressive mood. Future studies will have to test whether the so far unreported association of IL-10 with depressive mood represents a causal pathway involved in the pathogenesis or in the prognostic effect of depressive mood in cardiac patients.