Evidences suggest that inflammation is increased in a subgroup of patients with depression. Moreover, increased peripheral inflammatory markers (cells and proteins) are associated with some, but not all depressive symptoms. On the other hand, similar studies on bipolar disorders mainly focused on blood cytokines. Here, we analysed data from a large (N = 3440), well-characterized cohort of individuals with bipolar disorder using Kendall partial rank correlation, multivariate linear regression, and network analyses to determine whether peripheral blood cell counts are associated with depression severity, its symptoms, and dimensions. Based on the self-reported 16-Item Quick Inventory of Depressive Symptomatology questionnaire scores, we preselected symptom dimensions based on literature and data-driven principal component analysis. We found that the counts of all blood cell types were only marginally associated with depression severity. Conversely, white blood cell count was significantly associated with the sickness dimension and its four components (anhedonia, slowing down, fatigue, and appetite loss). Platelet count was associated with the insomnia/restlessness dimension and its components (initial, middle, late insomnia and restlessness). Principal component analyses corroborated these results. Platelet count was also associated with suicidal ideation. In analyses stratified by sex, the white blood cell count-sickness dimension association remained significant only in men, and the platelet count-insomnia/restlessness dimension association only in women. Without implying causation, these results suggest that peripheral blood cell counts might be associated with different depressive symptoms in individuals with bipolar disorder, and that white blood cells might be implicated in sickness symptoms and platelets in insomnia/agitation and suicidal ideation.