SummaryObjectiveThis study aimed to examine how weight and weight changes related to pregnancy were associated with depressive symptoms 11–16 years after childbirth.MethodWe followed 16,998 first‐time mothers from the Danish National Birth Cohort up till 16 years after birth and estimated associations between depressive symptoms and pre‐pregnancy body mass index (BMI) (kg m−2), weight changes in different time periods, and BMI‐adjusted waist circumference 7 years after birth (WCBMI, cm). Depressive symptoms were estimated by the Center for Epidemiologic Studies Depression 10‐item scale. Multiple logistic regression analyses were used to estimate odds ratios (OR) and 95% confidence intervals.ResultsCompared with normal‐weight, we found that underweight, overweight and obesity were associated with greater odds of depressive symptoms (1.29, 1.24 and 1.73, respectively). Compared with weight change ±1 BMI unit during the total follow‐up period, greater odds for depressive symptoms were observed with weight loss (OR 1.14, 0.96–1.36) or gain of 2–2.99 kg m−2 (OR 1.11, 0.92–1.33) or gain of ≥3 kg m−2 (OR 1.68, 1.46–1.94). WCBMI > 2.2 cm was associated with greater odds of depressive symptoms (OR 1.16, 0.99–1.36) than waist circumference as predicted by BMI.ConclusionLow and high pre‐pregnancy BMI, weight changes and WCBMI larger than predicted were associated with more depressive symptoms in midlife.