BACKGROUND Depressive symptoms worsen asthma outcomes; however, the mechanism remains largely unexplored. OBJECTIVE This study aimed to determine whether depressive symptom-associated immune inflammation correlates with impaired bronchodilator response (BDR) and airway inflammatory phenotypes. METHODS Eligible adults with asthma (n = 198) underwent clinical assessment, sputum induction and blood sampling. Depressive symptoms were defined by scores on the depression subscale of the Hospital Anxiety and Depression Scale (HADS-D). Pre- and post-bronchodilator spirometry was performed for BDR. Airway inflammatory phenotypes were defined by sputum cell counts. CRP, IL-1β, IL-5, IL-6, IL-8, TNF-α, IFN-γ, CCL17 and CCL22 in serum and sputum were detected. RESULTS Compared with the non-depressive group (n = 174), the depressive group (n = 24) exhibited impaired BDR (P = 0.032) and increased sputum neutrophils (P = 0.023), which correlated with the HADS-D scores (P = 0.027 and P = 0.029). Levels of IL-1β, TNF-α and IFN-γ in the serum and those of IL-1β and IFN-γ in the sputum were elevated in the depressive group compared to those in the non-depressive group (all P