Recurrent depression has persistent effects on cognition but this does not appear to be mediated by neuroinflammation

•We assessed whether recurrent depression affects cognition and if anti-inflammatory medication modifies this effect.•In UK Biobank individuals with recurrent depression were more accurate on a pairs matching task but had slower reaction times.•In Generation Scotland those with recurrent depression had better verbal fluency and worse performance on the digit symbol substitution test.•There was no evidence that these changes were altered in those taking anti-inflammatory medications.