Social Signal Transduction Theory of Depression hypothesizes that social stress upregulates inflammatory activity, which in turn contributes to depression for some individuals. However, the specific cognitive processes underlying social stress-induced increases in inflammatory activity remain unclear. We addressed this issue by examining two separate relations: (1) between executive control measured following a laboratory-based social stress induction and individuals' pro-inflammatory cytokine responses to the same stress induction and (2) between pro-inflammatory cytokine responses and participants' depressive symptom levels. Healthy young participants (Mage = 18.58 years old) were randomly assigned to either a stress condition or control condition. Executive control, and the inflammatory cytokines interleukin-1β, interleukin-6, and tumor necrosis factor-α, were measured before and after the social stress induction or control task. Regression analyses (stress condition, n = 20; control condition, n = 16) demonstrated that in the stress condition only, greater increases in interleukin-6 were associated with more depressive symptoms. Additional analyses in the stress condition (n = 16) indicated that greater impairment in executive control following the social stress induction was related to greater social stress-induced increases in interleukin-6. These findings are consistent with Social Signal Transduction Theory of Depression and with the hypothesis that impairment in executive control during times of stress may be one process that contributes to stress-induced inflammatory activity, which may in turn increase risk for depression.Lay SummarySocial Signal Transduction Theory of Depression hypothesizes that social stress upregulates inflammatory activity, which in turn contributes to depression, and that cognitive processes play a role in structuring these effects. Consistent with this theory, greater social stress-induced increases in the inflammatory cytokine interleukin-6 were associated with more depressive symptoms. In addition, greater impairment in executive control following the social stress induction was related to greater social stress-induced increases in interleukin-6, highlighting potential links between social stress, cognition, inflammation, and depression.