Major depressive disorder (MDD) is a prevalent disorder with moderate heritability. Both MDD and interpersonal adversity, including childhood maltreatment, have been consistently associated with elevated inflammatory markers. We investigated interaction between exposure to childhood maltreatment and extensive genetic variation within the inflammation pathway (CRP, IL1b, IL-6, IL11, TNF, TNFR1, and TNFR2) in relation to depression diagnosis. The discovery RADIANT sample included 262 cases with recurrent DSM-IV/ICD-10 MDD, and 288 unaffected controls. The replication Münster cohort included 277 cases with DSM-IV MDD, and 316 unaffected controls. We identified twenty-five single nucleotide polymorphisms (SNPs) following multiple testing correction that interacted with childhood maltreatment to predict depression in the discovery cohort. Seven SNPs representing independent signals (rs1818879, rs1041981, rs4149576, rs616645, rs17882988, rs1061622, and rs3093077) were taken forward for replication. Meta-analyses of the two samples presented evidence for interaction with rs1818879 (IL6) (RD = 0.059, SE = 0.016, p < 0.001), with the replication Münster sample approaching statistical significance in analyses restricted to recurrent MDD and controls following correction for multiple testing (q = 0.066). The CRP locus (rs3093077) showed a similar level of evidence for interaction in the meta-analysis (RD = 0.092, SE = 0.029, p = 0.002), but less compelling evidence in the replication sample alone (recurrent MDD q = 0.198; all MDD q = 0.126). Here we present evidence suggestive of interaction with childhood maltreatment for novel loci in IL-6 (rs1818879) and CRP (rs3093077), increasing risk of depression. Replication is needed by independent groups, targeting these specific variants and interaction with childhood maltreatment on depression risk.