Testing assumptions of the widely used demand–control (DC) model in occupational psychosocial epidemiology, we investigated (a) interaction, i.e., whether the combined effect of low job control and high psychological demands on depressive symptoms was stronger than the sum of their single effects (i.e., superadditivity) and (b) whether subscales of psychological demands and job control had similar associations with depressive symptoms. Logistic longitudinal regression analyses of the 5-year cohort of the German Study of Mental Health at Work (S-MGA) 2011/12–2017 of 2212 employees were conducted. The observed combined effect of low job control and high psychological demands on depressive symptoms did not indicate interaction (RERI = −0.26, 95% CI = −0.91; 0.40). When dichotomizing subscales at the median, differential effects of subscales were not found. When dividing subscales into categories based on value ranges, differential effects for job control subscales (namely, decision authority and skill discretion) were found (p = 0.04). This study does not support all assumptions of the DC model: (1) it corroborates previous studies not finding an interaction of psychological demands and job control; and (2) signs of differential subscale effects were found regarding job control. Too few prospective studies have been carried out regarding differential subscale effects.