Objective Vitamin D deficiency has been reported to be associated with depression, but the underlying mechanisms aren't well understood. Our study aims to investigate the associations among serum vitamin D, C-reactive protein (CRP) level, and depressive symptoms. Methods Serum levels of Vitamin D and CRP were measured from 52,228 participants. Depressive symptoms were assessed using a Korean version of the CES-D scale. We used logistic regression to calculate the odds ratio (ORs) of depressive symptoms according to vitamin D and CRP levels. The regressions were adjusted for covariates, and each model was adjusted mutually for vitamin D and CRP levels. Results A significant difference was found in vitamin D status between depressed and non-depressed participants, but CRP status was not significantly different. The OR for the presence of depressive symptoms was significantly increased in participants with vitamin D deficiency after adjusting for potentially confounding factors (Adjusted OR = 1.158, 95% CI = 1.003–1.336, p = 0.046). The OR of depressive symptoms was not significantly increased in individuals with high (3.01-10 mg/L) CRP level compared to individuals with low (≤ 3 mg/L) CRP level (Adjusted OR = 1.004, 95% CI = 0.821–1.227, p = 0.97). There was no significant association between vitamin D and CRP level. Additional adjustment for serum CRP level did not weaken the resulting association between vitamin D deficiency and the presence of depressive symptoms. Conclusion Vitamin D deficiency was associated with depressive symptoms, but elevated serum CRP level was not. The results indicate that CRP level does not account for the association between vitamin D deficiency and the presence of depressive symptoms.