Background: Prospective studies of depression in palliative care are rare. Two studies that examine depression prospectively in patients with advanced disease have not looked at predictors of remission. Aims: to explore prospective predictors of non-remission of depression in palliative care. Design and participants: The study design comprised two data collections: initial assessment on referral to a palliative care service in South London, UK, and a four-week follow-up. Seventy six participants met the criteria for ‘any depressive syndrome’ at the time 1 assessment, using the PRIME-MD, who also participated at time 2. The outcome measure was remission ( N = 39) or non-remission ( N = 37) of depression by time 2. Results: The findings showed that reporting low social support from family and friends at time of referral was the most powerful risk factor for non-remission. There was also a strong association between improved physical symptoms, from time 1 to 2, and remission of depression. Conclusions: This study in palliative care is the first of which we are aware to explore factors associated with non-remission of depression. Depressed patients identified with low social support on referral to palliative care services might particularly benefit from additional psychosocial care in the treatment of their depression. This study provides evidence that effective physical symptom management in palliative care may be a valuable intervention for depressive symptoms.