Most population-based studies studied the association between inflammation and prostate cancer (PCa) by assessing C-reactive protein (CRP). As these findings have shown inconsistent results, we aimed to also study different markers that have been commonly taken as indications of inflammation. A cohort based on four groups of men (n = 34,891), according to age at cohort entry (45, 55, 65 and 75 years), with measurements of glucose, triglycerides, total cholesterol, haptoglobin, albumin, hemoglobin and leukocytes were selected from the Apolipoprotein Mortality Risk database. A total of 17,937 men had measurements of non-high-sensitive CRP. Multivariate Cox proportional hazard models were used to analyze associations between inflammatory markers and PCa. A total of 49 of 12,063 men developed PCa in the age 45 group, whereas 207 of 9,940, 472 of 8,266 and 276 of 3,618 were diagnosed in the age 55, 65 and 75 groups, respectively. Mean follow-up time was 7.5 years (SD: 3.9). No markers showed an association with PCa risk, nor was there a trend by quartiles or an indication for different PCa risks by strata of hypercholesterolemia, hyperglycemia and hypertriglyceridemia status. The studied markers were not found to be associated with PCa risk. These null findings might be due to methodological issues; however, it is unlikely that strong and long-lasting associations between inflammation and PCa risk were missed as this was a large database with long follow-up. This indicates need for international consensus on appropriate inflammatory markers in the context of cancer that may be practically applied in large studies.