We study correlations in fermionic systems with long-range interactions in thermal equilibrium. We prove an upper-bound on the correlation decay between anti-commut-ing operators based on long-range Lieb-Robinson type bounds. Our result shows that correlations between such operators in fermionic long-range systems of spatial dimension $D$ with at most two-site interactions decaying algebraically with the distance with an exponent $\alpha \geq 2\,D$, decay at least algebraically with an exponent arbitrarily close to $\alpha$. Our bound is asymptotically tight, which we demonstrate by numerically analysing density-density correlations in a 1D quadratic (free, exactly solvable) model, the Kitaev chain with long-range interactions. Away from the quantum critical point correlations in this model are found to decay asymptotically as slowly as our bound permits.