Data on associations between inflammation and depressive symptoms largely originate from high income population settings, despite the greatest disease burden in major depressive disorder being attributed to populations in lower-middle income countries (LMICs). We assessed the prevalence of low-grade inflammation in adults with treatment-resistant depression (TRD) in Pakistan, an LMIC, and investigated associations between peripheral C-reactive protein (CRP) levels and depressive symptoms. This is a secondary analysis of two randomised controlled trials investigating adjunctive immunomodulatory agents (minocycline and simvastatin) for Pakistani adults with TRD (n = 191). Logistic regression models were built to assess the relationship between pre-treatment CRP (≥ or <3 mg/L) and individual depressive symptoms measured using the Hamilton Depression Rating Scale. Descriptive statistics and regression were used to assess treatment response for inflammation-associated symptoms. High plasma CRP (≥3 mg/L) was detected in 87% (n = 146) of participants. Early night insomnia (odds ratio 2.33, 95% CI 1.16-5.25), early morning waking (odds ratio 2.65, 95% CI 1.29-6.38) and psychic anxiety (odds ratio 3.79, 95% CI 1.39-21.7) were positively associated, while gastrointestinal (odds ratio 0.38, 95% CI 0.14-0.86) and general somatic symptoms (odds ratio 0.34, 95% CI 0.14-0.74) were negatively associated with inflammation. Minocycline, but not simvastatin, improved symptoms positively associated with inflammation. The prevalence of inflammation in this LMIC sample with TRD was higher than that reported in high income countries. Insomnia and anxiety symptoms may represent possible targets for personalised treatment with immunomodulatory agents in people with elevated CRP. These findings require replication in independent clinical samples.