In this pilot study, we explored the immune phenotype of patients with severe obesity and comorbid depressive symptoms compared to non-depressed patients with obesity and normal-weight controls. Immune cell subsets were analysed by flow cytometry and depressive symptoms assessed using the Patient Health Questionnaire (PHQ-9). Cell frequencies were correlated with depressive symptom scores and waist-to-hip ratio (WHR). Patients with obesity and comorbid depression showed significantly lower numbers of circulating cytotoxic natural killer cells, dendritic cells and CD8(+) effector memory T cells, compared to normal-weight controls. Regulatory T cells and CD4(+) central memory T cells were increased compared to non-depressed patients with obesity and compared to normal-weight controls, respectively. Frequencies of cytotoxic natural killer cells and CD4(+) central memory T cells significantly correlated with PHQ-9 scores, but not with WHR. Reduced numbers of dendritic cells were observed in both patient groups with obesity and correlated with PHQ-9 scores and WHR. These findings provide evidence for an altered immune composition in comorbid obesity and depression, supporting a pathobiological overlap between the two disorders.