BackgroundIn this study, the long‐term trajectories of depressive symptoms in a 7‐year prospective survey cohort of Chinese older adults were explored. Additionally, the study examined whether there was an independent association between scores on the Short Physical Performance Battery (SPPB) and the different trajectories of depressive symptoms.MethodsA total of 2177 elderly individuals had their depressive symptoms assessed based on the Center for Epidemiological Studies‐Depression (CES‐D) scale in the years 2011, 2013, 2015, and 2018. In addition, their demographic characteristics, chronic diseases, and lifestyle factors were also assessed. The trajectories of depressive symptoms were analysed using the group‐based trajectories analysis model. Furthermore, the relationship between the objectively measured SPPB scores and the long‐term trajectory of depressive symptoms was explored using multinomial logistic regression.ResultsThe group‐based trajectory analysis model categorized the trajectories of depressive symptoms across four waves into four groups: persistent low depressive symptoms, increasing depressive symptoms, decreased depressive symptoms, and persistent high depressive symptoms. After controlling for confounding factors, it was observed that a higher baseline SPPB score was associated with an increased likelihood of persistent high depressive symptoms, OR (95% CI) = 0.724 (0.644, 0.814), for the persistent high depressive symptoms versus the persistent low depressive symptoms.ConclusionsLow levels of SPPB score are associated with persistent high depressive symptoms in older adults. Conversely, improving physical performance as measured by the SPPB can help reduce the risk of major depressive disorder and persistent depressive disorder in the elderly.