Background <p>Female HPV infection and depression have been linked to inflammation. However, the role that inflammation plays in the relationship between female HPV infection and depression remains unclear. This study investigates the interplay between female HPV infection, inflammatory markers, and depression through a mediation analysis.</p> Method <p>A cross-sectional analysis was conducted using data from the National Health and Nutrition Examination Survey (NHANES). HPV infection status, depression, and inflammatory markers (neutrophils, lymphocytes, monocytes, platelets, and derived indices such as NLR, PLR, SII, and LMR) were measured. Multiple linear and logistic regression models were applied to examine associations, and mediation analysis was conducted to evaluate the potential mediating effects.</p> Results <p>Female HPV infection was associated with an increased risk of depression (OR: 1.2902, 95% CI: 1.0186–1.6343) after adjusting for confounders. Inflammatory markers (SⅡ, NLR, PLR, Lymphocyte) were nonlinearly associated with depression and were positively associated with depression after reaching the cut point. Inflammatory markers mediated this association, with monocytes demonstrating the strongest mediation (PM = 1.64%, <i>p</i> &lt; 0.0001), followed by lymphocytes (PM = 0.72%, <i>p</i> &lt; 0.0001) and neutrophils (PM = 0.69%, <i>p</i> &lt; 0.0001). PLT, SII, NLR and LMR showed weaker mediation (<i>p</i> &lt; 0.0001).</p> Conclusion <p>Female HPV infection was associated with an increased risk of depression. Inflammatory markers partially mediate the association between female HPV infection and depression, supporting potential role of immune dysregulation in HPV-related depressive symptoms.</p>