ObjectiveThe objective of this study was to identify trajectories of depressive symptoms (DSs) during the first half of drug-sensitive pulmonary tuberculosis (PTB) treatment and examine their association with loss to follow-up (LTFU) in the second half.DesignThis study involved a secondary analysis of longitudinal data to identify potential trajectories of DS and their relationship with LTFU.SettingThe study was conducted in first and second-level health centres located in San Juan de Lurigancho, Lima, Peru.ParticipantsAnonymised data from 265 individuals, including monthly measures of DSs from diagnosis to the completion of treatment, initiation of treatment for multidrug resistant TB, LTFU or death, were collected.ResultsThree trajectories were identified: ‘declining’, ‘growth’ and ‘high’. These trajectories were observed in 182 (68.7%), 53 (20%) and 30 (11.3%) of the 265 individuals, respectively, during the first half of PTB treatment. Compared with those with a ‘declining’ trajectory, individuals with a ‘growth’ trajectory had a higher likelihood of experiencing LTFU during the second half of PTB treatment, after controlling for sociodemographic factors and at least weekly alcohol use (OR 3.9; 95% CI 1.09 to 13.97, p=0.036).ConclusionsThe findings suggest that a trajectory of increasing DSs during the first half of PTB treatment is associated with a higher risk of LTFU during the second half.