Cardiovascular diseases, anxiety, and depression are among the most frequent clinical conditions in the Western world, often in comorbidity. Evidence regarding a shared pathophysiology suggests a mediating role by chronic systemic inflammation. The aims of this study were to measure the association between anxiety and depressive symptoms, cardiovascular risk factors, and inflammatory markers. Outpatients aged 40 years or more undergoing colonoscopy after positive fecal occult blood test were enrolled; the following data were collected: body mass index, blood pressure, blood glucose, lipid profile, C-reactive protein (CRP) level, carotid thickness, Hospital Anxiety and Depression Scale, Temperament and Character Inventory, INTERdisciplinary MEDicine Self-Assessment, and 36-Item Short-Form Health Survey scores. Fifty-four patients were enrolled; 30.2% had anxiety symptoms, 18.9% depressive symptoms, and 9.4% concomitant anxiety-depressive symptoms. Anxiety symptoms were associated with low high-density lipoprotein levels. Depressive symptoms were associated with CRP levels, providing supporting evidence for the role of inflammation in the pathophysiology of depression.