Rationale: The gut-brain axis includes bidirectional communication between intestinal microbiota and the central nervous system. Bifidobacterium and Lactobacillus spp. have been implicated in psychological health, such as depression, through various pathways (e.g. inflammation). Research needs a better understanding of direct and indirect effects through examination of psychological factors that make people susceptible to, or offer protection against, depression. Objective: This study investigated the relationships between gut microbiota, inflammation and psychological risk and resilience factors for depression. Methods: Forty participants (13 m/27 f) recruited from the general population completed self-report questionnaires for depression, self-judgement, over-identification and affective and cognitive empathy. Faecal and blood samples were taken to assay microbiota (Bifidobacterium; Lactobacillus spp.) and pro-inflammatory molecules (C-reactive protein, CRP and interleukin-6, IL-6), respectively. Results: Hierarchical regression analyses (controlling for sex, age and the shared variance of risk and resilience factors) showed that (i) cognitive depression was significantly predicted by negative self-judgement and reduced cognitive empathy; (ii) abundance of Lactobacillus spp. was directly related to positive self-judgement but only indirectly to cognitive depression and lower affective empathy (both through self-judgement); and (iii) CRP was the strongest predictor of reduced cognitive empathy, with suppression effects seen for age (negative) and IL-6 (positive) after controlling for CRP. Conclusions: Findings suggest that lactobacilli and inflammation may be differentially associated with mood disorder via brain mechanisms underpinning self-judgement and cognitive empathy, respectively. Further trials investigating interventions to increase Lactobacillus spp. in depression would benefit from direct measures of self-judgement and affective empathic distress, whilst those that aim to reduce inflammation should investigate cognitive empathy.