ABSTRACT Background Depressive symptoms are associated with adverse clinical outcomes in patients with end-stage kidney disease; however, few small studies have examined this association in patients with earlier phases of chronic kidney disease (CKD). We studied associations between baseline depressive symptoms and clinical outcomes in older patients with advanced CKD and examined whether these associations differed depending on sex. Methods CKD patients (≥65 years; estimated glomerular filtration rate ≤20 mL/min/1.73 m2) were included from a European multicentre prospective cohort between 2012 and 2019. Depressive symptoms were measured by the five-item Mental Health Inventory (cut-off ≤70; 0–100 scale). Cox proportional hazard analysis was used to study associations between depressive symptoms and time to dialysis initiation, all-cause mortality and these outcomes combined. A joint model was used to study the association between depressive symptoms and kidney function over time. Analyses were adjusted for potential baseline confounders. Results Overall kidney function decline in 1326 patients was –0.12 mL/min/1.73 m2/month. A total of 515 patients showed depressive symptoms. No significant association was found between depressive symptoms and kidney function over time (P = 0.08). Unlike women, men with depressive symptoms had an increased mortality rate compared with those without symptoms [adjusted hazard ratio 1.41 (95% confidence interval 1.03–1.93)]. Depressive symptoms were not significantly associated with a higher hazard of dialysis initiation, or with the combined outcome (i.e. dialysis initiation and all-cause mortality). Conclusions There was no significant association between depressive symptoms at baseline and decline in kidney function over time in older patients with advanced CKD. Depressive symptoms at baseline were associated with a higher mortality rate in men.