Rheumatoid arthritis (RA) is a chronic inflammatory and autoimmune disorder which affects the joints in the wrists, fingers, and knees. RA is often associated with depressive and anxiety symptoms as well as chronic fatigue syndrome (CFS)-like symptoms. This paper examines the association between depressive symptoms (measured with the Beck Depression Inventory, BDI), anxiety (Hamilton Anxiety Rating Scale, HAMA), CFS-like (Fibro-fatigue Scale) symptoms and immune–inflammatory, autoimmune, and endogenous opioid system (EOS) markers, and lactosylcer-amide (CD17) in RA. The serum biomarkers were assayed in 118 RA and 50 healthy controls. Results were analyzed using the new precision nomothetic psychiatry approach. We found significant correlations between the BDI, FF, and HAMA scores and severity of RA, as assessed with the DAS28-4, clinical and disease activity indices, the number of tender and swollen joints, and patient and evaluator global assessment scores. Partial least squares analysis showed that 69.7% of the variance in this common core underpinning psychopathology and RA symptoms was explained by immune–inflammatory pathways, rheumatoid factor, anti-citrullinated protein antibodies, CD17, and mu-opioid receptor levels. We constructed a new endophenotype class comprising patients with very high immune–inflammatory markers, CD17, RA, affective and CF-like symptoms, and tobacco use disorder. We extracted a reliable and replicable latent vector (pathway phenotype) from immune data, psychopathology, and RA-severity scales. Depression, anxiety, and CFS-like symptoms due to RA are manifestations of the phenome of RA and are mediated by the effects of the same immune–inflammatory, autoimmune, and other pathways that underpin the pathophysiology of RA.