Subclinical depressive symptoms constitute a primary risk factor for major depression as well as for cardiovascular conditions, which may be mediated by endocrine or immune alterations. The aim of this study was to assess the association between the extent of subclinical depressive symptoms and neuroendocrine and immune cell responses to acute psychosocial stress in healthy females. In N = 33 healthy premenopausal women, state anxiety, plasma adrenocorticotropic hormone and serum cortisol, and interleukin-6 (IL-6) concentration responses to public speaking stress were assessed. Beck depression inventory (BDI) scores were entered as a covariate in the analyses. The IL-6 response was significantly associated with BDI scores (p < 0.05). Secondary analyses revealed that women with more subclinical depressive symptoms demonstrated a reduced stress-induced increase in circulating IL-6 level (p < 0.05). By contrast, stress-induced neuroendocrine activation was not associated with depressive symptoms. Hence, subclinical depressive symptoms were associated with IL-6 responses to stress in young, healthy women. Unexpectedly, there was a reduced increase of serum IL-6 level in response to stress. Effects of depressive symptoms on the IL-6 response to stress may differ between subclinical and major depression.