Elevated C-reactive protein (CRP) concentrations in the blood are associated with acute and chronic infections and inflammation. Nevertheless, the functional role of increased CRP in multiple bacterial and viral infections as well as in chronic inflammatory diseases remains unclear. Here, we studied the relationship between CRP and gene expression levels in the blood in 491 individuals from the Estonian Biobank cohort, to elucidate the role of CRP in these inflammatory mechanisms. As a result, we identified a set of 1,614 genes associated with changes in CRP levels with a high proportion of interferon-stimulated genes. Further, we performed likelihood-based causality model selection and Mendelian randomization analysis to discover causal links between CRP and the expression of CRP-associated genes. Strikingly, our computational analysis and cell culture stimulation assays revealed increased CRP levels to drive the expression of complement regulatory protein CD59, suggesting CRP to have a critical role in protecting blood cells from the adverse effects of the immune defence system. Our results show the benefit of integrative analysis approaches in hypothesis-free uncovering of causal relationships between traits.