We expected vigor to predict lower levels and depressive symptoms and anxiety to predict higher levels of high‐sensitivity C‐reactive protein (CRP) and fibrinogen across time. Participants (N = 538 men and 203 women) were apparently healthy employees examined about three years apart (T1 and T2). We analysed our data separately for men and women, controlling for T1 level of the criterion. For the women, T1 vigor predicted lower T2 fibrinogen (controlling for T1 fibrinogen) and was curvilinearly associated with T2 CRP (controlling for T1 CRP). For the men, T1 vigor was curvilinearly associated with T2 fibrinogen and—for younger men only—T1 vigor predicted lower levels of T2 CRP, controlling for the T1 values of each criterion. T1 depressive symptoms and anxiety did not predict the T1 to T2 changes in fibrinogen and CRP. No support for possible reverse causation was found. We suggest that high levels of vigor may be implicated in reductions over time of CRP and fibrinogen concentrations among both men and women.