Background Depression affects approximately 27% of adults with chronic kidney disease (CKD) and end-stage kidney failure (ESKF). Depression in this population is associated with impaired quality of life and increased mortality. The extent of inflammation and the impact on depression in CKD/ESKF is yet to be established. Through a systematic literature review and meta-analysis, we aim to understand the relationship between depression and inflammation in CKD/ESKF patients. Methods We searched nine electronic databases for published studies until January 2022. Titles and abstracts were screened against inclusion and exclusion criteria. Data extraction and study quality assessment was carried out independently by two reviewers. A meta-analysis was carried out where appropriate; otherwise a narrative review of studies was completed. Results Sixty studies met our inclusion criteria and entered the review (9481 patients included in meta-analysis). Meta-analysis of cross-sectional associations revealed significantly higher levels of pro-inflammatory biomarkers; C-reactive protein; Interleukin 6 (IL-6) and tumour necrosis factor-alpha in patients with depressive symptoms (DS) compared to patients without DS. Significantly lower levels of anti-inflammatory cytokine IL-10 were found in patients with DS compared to patients without DS. Considerable heterogeneity was detected in the analysis for most inflammatory markers. Conclusion We found evidence for an association of higher levels of pro-inflammatory and lower anti-inflammatory cytokines and DS in patients with CKD/ESKF. Clinical trials are needed to investigate whether anti-inflammatory therapies will be effective in the prevention and treatment of DS in these patients with multiple comorbidities.