Adolescence is a period of vulnerability for the maturation of gray matter (GM) and also for the onset of psychiatric disorders such as major depressive disorder (MDD), bipolar disorder and schizophrenia. Chronic neuroinflammation is considered to play a role in the etiology of these illnesses. However, the involvement of neuroinflammation in the observed link between regional GM volume reductions and psychiatric symptoms is not established yet. Here, we investigated a possible common immune-related genetic link between these two phenomena in european adolescents recruited from the community. Hippocampal and medial prefrontal cortex (mPFC) were defined a priori as regions of interest (ROIs). Their GM volumes were extracted in 1,563 14-year-olds from the IMAGEN database. We found a set of 26 SNPs that correlated with the hippocampal volumes and 29 with the mPFC volumes at age 14. We formed two ROI-Related Immune-gene scores (RRI) with the inflammation SNPs that correlated to hippocampal GM volume and to mPFC GM volume. The predictive ability of both RRIs with regards to the presence of psychiatric symptoms at age 18 was investigated by correlating the RRIs with psychometric questionnaires obtained at age 18. The RRIs (but not control scores constructed with random SNPs) correlated with the presence of depressive symptoms, positive psychotic symptoms, and externalizing symptoms in later adolescence. In addition, the effect of childhood maltreatment, one of the major environmental risk factors for depression and other mental disorders, interacted with the RRI effect. We next sought to validate this finding by investigating our set of inflammatory genes in a translational animal model of early life adversity. Mice were subjected to a protocol of maternal separation at an early post-natal age. We evaluated depressive behaviors in separated and non-separated mice at adolescence and their correlations with the concomitant expression of our genes in whole blood samples. We show that in mice, early life adversity affected the expression of our set of genes in peripheral blood, and that levels of expression correlated with symptoms of negative affect in adolescence. Overall, our translational findings in adolescent mice and humans provide a novel validated gene-set of immune-related genes for further research in the early stages of mood disorders.