Saliva collection is considered a non-invasive method to detect inflammatory markers in response to emotional states within natural social contexts. Numerous studies have prompted an important role of cytokines in modulating distinct aspects of social and emotional behavior. The aim of this study was to investigate the reliability of plasma and saliva as investigative tools for measure some inflammatory marker levels (CRP, IL-1β, IL-18, and IL-6). At the same time, the relationships between these markers and emotional states in response to a socio-cognitive stress (Academic Exam, AE), were considered. It was demonstrated that the plasma and saliva concentrations of all immune-mediators analyzed were significantly related across the socio-cognitive stress. In addition, when there was a close correlation to AE, the anger state, the IL-1β, the IL-18 salivary and plasmatic concentrations were significantly higher, while they decreased during the AE. On the other hand, the anxiety state and the IL-6 levels significantly increased throughout the AE. The IL-1β and IL-6 were positively associated to the anger and the anxiety state, respectively. In conclusion, our data highlight that different immune markers are similarly detectable in plasma and saliva during socio-cognitive stress. Also, they could be related to different emotional responses.