Summary Evidence suggests that pro-inflammatory cytokines and cortisol play a crucial role in the etiology of chronic obstructive pulmonary disease (COPD) and depression. Depression occurs commonly among COPD patients and an earlier diagnosis would be beneficial. This study investigated the associations between depression, sputum cytokines and salivary cortisol in COPD patients. The diurnal rhythms of sputum IL-1, IL-6, TNF-α and salivary cortisol were measured in COPD patients with depression compared to those only with depression, or COPD and healthy controls. The area under the diurnal variation curves (AUC) over the 24h time course and relative diurnal variation (VAR) were calculated while correlation and regression analysis were performed. Patients with co-morbid depression and COPD showed an increasing sputum IL-1, sputum TNF-α AUC and a decreasing salivary cortisol VAR (P<0.001). The combination of sputum TNF-α AUC, sputum IL-1 AUC, sputum IL-6 AUC and salivary cortisol VAR performed best as a potential biomarker in the diagnosis of depression in COPD patients, with a sensitivity of 94.74% and a specificity of 96.67%. Positive correlations were found between sputum IL-1 AUC and sputum TNF-α AUC versus depressive symptoms, respectively a negative correlation was found between salivary cortisol VAR and depression. They were independently associated with depression in logistic regression models. Depression in COPD is associated with higher 24-h overall levels of sputum IL-1, TNF-α and flattened diurnal salivary cortisol. These non-invasive sputum and salivary biomarkers may serve as a simple clinical tool for the early diagnosis of depression in COPD patients.