Lower socioeconomic position (SEP) has consistently been associated with poorer health. To explore potential biological embedding and the consequences of SEP experiences from early life to adulthood, we investigate how SEP indicators at different points across the life course may be related to a combination of 28 inflammation markers. Using blood-derived inflammation profiles measured by a multiplex array in 268 participants from the Italian component of the European Prospective Investigation into Cancer and Nutrition cohort, we evaluate the association between early life, young adulthood and later adulthood SEP with each inflammatory markers separately, or by combining them into an inflammatory score. We identified an increased inflammatory burden in participants whose father had a manual occupation, through increased plasma levels of CSF3 (G-CSF; β = 0.29; P = 0.002), and an increased inflammatory score (β = 1.96; P = 0.029). Social mobility was subsequently modelled by the interaction between father’s occupation and the highest household occupation, revealing a significant difference between “stable Non-manual” profiles over the life course versus “Manual to Non-manual” profiles (β = 2.38, P = 0.023). Low SEP in childhood is associated with modest increase in adult inflammatory burden; however, the analysis of social mobility suggests a stronger effect of an upward social mobility over the life course.