Emotion dysregulation (ED) describes a difficulty with the modulation of which emotions are felt, as well as when and how these emotions are experienced or expressed. It is a focal overarching symptom in many severe and prevalent neuropsychiatric diseases, including bipolar disorders (BD), attention deficit and hyperactivity disorder (ADHD), and borderline personality disorder (BPD). In all these disorders, ED can manifest through symptoms of depression, anxiety, or affective lability. Considering the many similarities in symptoms between BD, ADHD, and BPD, a transdiagnostic approach is a promising lens of investigation. Mounting evidence supports the role of peripheral inflammatory markers and stress in the multifactorial aetiology and physiopathology of BD, ADHD, and BPD. Of note, neural circuits that regulate emotions appear particularly vulnerable to inflammatory insults and peripheral inflammation, which can impact the neuroimmune milieu of the central nervous system. Thus far, few studies have examined the link between ED and inflammation in BD, ADHD, and BPD. To our knowledge, no specific work has provided a critical comparison of the results from these disorders. To fill this gap in the literature, we review the known associations and mechanisms linking ED and inflammation in general, and clinically, in BD, ADHD, and BD. Our narrative review begins with an examination of the routes linking ED and inflammation, followed by a discussion of disorder-specific results accounting for methodological limitations and relevant confounding factors. Finally, we critically discuss both correspondences and discrepancies in the results and comment on potential vulnerability markers and promising therapeutic interventions.