Purpose. This study investigated the association between weight change and inflammation in a nationally representative population of US adults aged 40 and older. Methods. Using the US National Health and Nutrition Examination Survey (2005–2008), logistic regression models were used to determine the relationship between high levels of inflammation (C-reactive protein [CRP]) and infection (white blood cell count [WBC]) with 1- and 10-year change in self-reported weight status. Results. Change in 1- and 10-year weight was associated with high CRP but not high WBC. Individuals who gained or lost ≥10 kg had an odds of having high CRP that was 1.96 (95% CI 1.11–3.50) and 1.61 (95% CI 1.02–2.46) as high, respectively, as those who maintained a stable weight (<4 kg change) in the past year. The increased risk of elevated CRP among individuals who experienced at least 10 kg of weight loss or weight gain was also observed for weight change that occurred over the past 10 years; however, weight loss over the 10-year period was no longer associated with high inflammation. Conclusions. These results suggest that adult respondents who retrospectively self-reported weight loss or gain had higher levels of inflammation relative to their weight stable counterparts.