Background Advances in critical care medicine have led to a growing number of critical illness survivors. A considerable part of them suffers from long-term sequelae, also known as post-intensive care syndrome. Among these, depressive symptoms are frequently observed. Depressive symptom trajectories and associated factors of critical illness survivors have rarely been investigated. Study objective was to explore and compare different trajectories of depressive symptoms in sepsis survivors over 1 year after discharge from ICU. Methods Data of a randomized controlled trial on long-term post-sepsis care were analyzed post hoc. Depressive symptoms were collected at 1, 6 and 12 months post-ICU discharge using the Major Depression Inventory (MDI), among others. Statistical analyses comprised descriptive analysis, univariate and multivariate, linear and logistic regression models and Growth Mixture Modeling. Results A total of 224 patients were included into this analysis. We identified three latent classes of depressive symptom trajectories: Over the course of 1 year, 152 patients recovered from mild symptoms, 27 patients showed severe persistent symptoms, and 45 patients recovered from severe symptoms. MDI sum scores significantly differed between the three classes of depressive symptom trajectories at 1 and 6 months after ICU discharge (p < 0.024 and p < 0.001, respectively). Compared with other classes, patients with the mild recovered trajectory showed lower levels of chronic pain (median sum score of 43.3 vs. 60.0/53.3 on the Graded Chronic Pain Scale, p < 0.010) and posttraumatic stress (4.6% with a sum score of ≥ 35 on the Posttraumatic Stress Scale 10 vs. 48.1%/33.3%, p < 0.003); and higher levels of health-related quality of life (HRQOL) using the Short Form-36 scale within 1 month after ICU discharge (p < 0.035). Conclusions In the first year after discharge from ICU, sepsis survivors showed three different trajectories of depressive symptoms. Course and severity of depressive symptoms were associated with chronic pain, posttraumatic stress and reduced HRQOL at discharge from ICU. Regular screening of sepsis survivors on symptoms of depression, chronic pain and posttraumatic stress within 1 year after ICU may be considered. Trial registration ISRCTN, ISRCTN 61744782. Registered April 19, 2011—Retrospectively registered, http://www.isrctn.com/ISRCTN61744782.