Evidence on systemic inflammation as a risk factor for future depression is inconsistent, possibly due to a lack of regard for persistency of exposure. We examined whether being inflamed on multiple occasions increases risk of new depressive symptoms using prospective data from a population-based sample of adults aged 50 years or older (the English Longitudinal Study of Ageing). Participants with less than four of eight depressive symptoms in 2004/05 and 2008/09 based on the Eight-item Centre for Epidemiologic Studies Depression scale were analysed. The number of occasions with C-reactive protein ⩾3 mg l-1 over the same initial assessments (1 vs 0 occasion, and 2 vs 0 occasions) was examined in relation to change in depressive symptoms between 2008/09 and 2012/13 and odds of developing depressive symptomology (having more than or equal to four of eight symptoms) in 2012/13. In multivariable-adjusted regression models (n=2068), participants who were inflamed on 1 vs 0 occasion showed no increase in depressive symptoms nor raised odds of developing depressive symptomology; those inflamed on 2 vs 0 occasions showed a 0.10 (95% confidence intervals (CIs)=-0.07, 0.28) symptom increase and 1.60 (95% CI=1.00, 2.55) times higher odds. In further analyses, 2 vs 0 occasions of inflammation were associated with increased odds of developing depressive symptoms among women (odds ratio (OR)=2.75, 95% CI=1.53, 4.95), but not among men (OR=0.70, 95% CI=0.29, 1.68); P-for-sex interaction=0.035. In this cohort study of older adults, repeated but not transient exposure to systemic inflammation was associated with increased risk of future depressive symptoms among women; this subgroup finding requires confirmation of validity.