In a subset of patients with mental disorders, such as depression, low-grade inflammation and altered immune marker concentrations are observed. However, these immune alterations are often assessed by only one data type and small marker panels. Here, we used a transdiagnostic approach and combined data from two cohorts to define subgroups of depression symptoms across the diagnostic spectrum through a large-scale multi-omics clustering approach in 237 individuals. The method incorporated age, body mass index (BMI), 43 plasma immune markers and RNA-seq data from peripheral mononuclear blood cells (PBMCs). Our initial clustering revealed four clusters, including two immune-related depression symptom clusters characterized by elevated BMI, higher depression severity and elevated levels of immune markers such as interleukin-1 receptor antagonist (IL-1RA), C-reactive protein (CRP) and C-C motif chemokine 2 (CCL2 or MCP-1). In contrast, the RNA-seq data mostly differentiated a cluster with low depression severity, enriched in brain related gene sets. This cluster was also distinguished by electrocardiography data, while structural imaging data revealed differences in ventricle volumes across the clusters. Incorporating predicted cell type proportions into the clustering resulted in three clusters, with one showing elevated immune marker concentrations. The cell type proportion and genes related to cell types were most pronounced in an intermediate depression symptoms cluster, suggesting that RNA-seq and immune markers measure different aspects of immune dysregulation. Lastly, we found a dysregulation of the SERPINF1/VEGF-A pathway that was specific to dendritic cells by integrating immune marker and RNA-seq data. This shows the advantages of combining different data modalities and highlights possible markers for further stratification research of depression symptoms.