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Study objective: This study investigated which risk factors might explain social inequalities in both depressive symptoms and physical functioning and whether a common set of risk factors might account for the association between depressive symptoms and physical functioning. Design: A longitudinal prospective occupational cohort study of female and male civil servants relating risk factors at baseline (phase 1: 1985-8) to employment grade gradients in depressive symptoms and physical functioning at follow up (phase 5: 1997-9). Analyses include the 7270 men and women who participated at phase 5. Setting: Whitehall II Study: 20 London based white collar civil service departments. Participants: Male and female civil servants, 35-55 years at baseline. Main results: Depressive symptoms were measured by a subscale of items from the 30 item General Health Questionnaire. Physical functioning was measured by a subscale of the SF-36. Employment grade was used as a measure of socioeconomic position as it reflects both income and status. The grade gradient in depressive symptoms was entirely explained by risk factors including work characteristics, material disadvantage, social supports, and health behaviours. These risk factors only partially explained the gradient in physical functioning. The correlation between depressive symptoms and physical functioning was reduced by adjustment for risk factors and baseline health status but not much of the association was explained by adjustment for risk factors. Among women, the association between depression and physical functioning was significantly stronger in the lower grades both before and after adjustment for risk factors and baseline health. For women, there was only a significant grade gradient in depressive symptoms among those reporting physical ill health. Conclusions: Some risk factors contribute jointly to the explanation of social inequalities in mental and physical health although their relative importance differs. Work is most important for inequalities in depressive symptoms in men, and work and material disadvantage are equally important in explaining inequalities in depressive symptoms in women while health behaviours are more important for explaining inequalities in physical functioning. These risk factors did not account for the association between mental health and physical health or the greater comorbidity seen in women of lower socioeconomic status. The risk of secondary psychological distress among those with physical ill health is greater in the low employment grades. Many studies have shown gradients in physical ill health and mortality by socioeconomic position.

The results suggest that psychological distress is associated with educational achievement. Low achievement at school can have a substantial effect on opportunities in adult life. This implies a greater need for support within the school for children with psychological difficulties in order to achieve the best possible outcomes in the long term.