A substantial number of prospective epidemiological studies have been conducted to investigate the association between biomarkers of inflammation and immune function and risk of colorectal cancer. Although pre-diagnostic concentrations of these biomarkers, especially C-reactive protein, have been associated with a higher risk of colorectal cancer in some studies, this association does not seem to have a robust support without hints of bias. Future prospective studies should evaluate multiple inflammatory biomarkers with longitudinal measures over the follow-up taking advantage of new multiplex cytokine quantification arrays and use more sophisticated joint or biomarker pattern statistical approaches to capture the complex and dynamic interplay between biomarkers and risk of colorectal cancer. Large collaborative consortia and Mendelian randomization studies should be encouraged to diminish the threat of biases and improve the reliability of this literature.