Unipolar (UD) and bipolar depression (BDD) show a high degree of similarity in clinical presentations, which complicates the differential diagnosis of these disorders. The aim of this study was to investigate the serum levels of interleukin 6 (IL-6), C-reactive protein (CRP), albumin (Alb), and zinc (Zn) in patients with UD, BDD, and healthy controls (HC). A total of 211 samples were collected: 131 patient samples (65 UD and 68 BDD) and 80 HC. The Montgomery–Asberg Depression Rating Scale (MADRS), along with the Hamilton Depression Rating Scale (HAMD-17), were administered to patient groups to evaluate symptoms. A cross-sectional study was performed to analyse the serum levels of IL-6, CRP, albumin, and zinc. The concentration of CRP was determined using the immunoturbidimetry method, zinc using the colorimetric method, and albumin using the colorimetric method with bromocresol green on the Alinity c device. IL-6 cytokine concentration in serum samples was ascertained using a commercial enzyme immunoassay, ELISA. We found no significant differences in serum concentrations of zinc, albumin, CRP, and IL-6 between the groups of patients with unipolar and bipolar depression. There was a significant statistical difference (p < 0.001) between serum levels of all investigated parameters in both groups of depressed patients in comparison with HC. Furthermore, correlations with specific items on HAMD-17; (namely, hypochondrias, work and activities, somatic symptoms-general, and weight loss) and on MADRS (concentration difficulties, lassitude) were observed in both patient groups. These findings confirm the presence of low-grade inflammation in depression, thus adding better insight into the inflammation hypothesis directed to explain the aetiology of depressive disorders. Our results do not indicate potential biomarkers for distinguishing between unipolar and bipolar depression.