Background Both albuminuria and depression are associated with cardiovascular disease, reflecting low-grade systemic inflammation and endothelial dysfunction. They share risk factors including weight, blood pressure, smoking and blood glucose levels. This longitudinal study aimed to examine bidirectional associations between depression symptoms, indexed by the Hospital Anxiety and Depression scale (HADS), and the inflammation marker albuminuria. Methods 2909 persons provided urine samples in both the second (HUNT2, 1995–97) and third wave (HUNT3, 2006–2008) of the Trøndelag Health Survey, Norway. We used a generalized linear regression model (GLM) and ANOVA to assess the association between albuminuria levels (exposure HUNT2) with depression symptoms (outcome in HUNT3); and between depression symptoms (exposure HUNT2) with albuminuria (outcome HUNT3). Depression symptoms were measured with the HADS Depression Scale, analyzed utilising the full 7 items version and analyses restricted to the first 4 items (HADS-D and HADS-4). We accounted for confounders including baseline individual levels of the exposure variables. Results In this 10-years follow-up study, we found no statistical evidence for an association between baseline depression symptoms and subsequent albuminuria, nor between baseline albuminuria and subsequent depression symptoms. For albuminuria, only 0.04% was explained by prior depression, and for depression, only 0.007% was explained by previous albuminuria levels. The results were essentially the same for the shorter HADS-4 measure. Conclusion There does not appear to be a longitudinal association between albuminuria and depression measured by the HADS.