In this study we examined the genetic architecture of variation in the pro-inflammatory state, using an extended twin-family design. Within the Netherlands Twin Register Biobank, fasting Tumor Necrosis Factor-α (TNF-α), Interleukin-6 (IL-6), C-Reactive Protein (CRP), and fibrinogen levels were available for 3,534 twins, 1,568 of their non-twin siblings, and 2,227 parents from 3,095 families. Heritability analyses took into account the effects of current and recent illness, anti-inflammatory medication, female sex hormone status, age, sex, body mass index, smoking status, month of data collection, and batch processing. Moderate broad-sense heritability was found for all inflammatory parameters (39%, 21%, 45%, and 46% for TNF-α, IL-6, CRP and fibrinogen, respectively). For all parameters, the remaining variance was explained by unique environmental influences and not by environment shared by family members. There was no resemblance between spouses for any of the inflammatory parameters, except for fibrinogen. Also, there was no evidence for twin-specific effects. A considerable part of genetic variation was explained by non-additive genetic effects for TNF-α, CRP, and fibrinogen. For IL-6, all genetic variance was additive. This study may have implications for future genome-wide association studies by setting a clear numerical target for genome-wide screens that aim to find genetic variants regulating the levels of these pro-inflammatory markers.