BackgroundFrailty and depressive symptoms are common issues facing older adults and may be associated.ObjectivesTo determine if: (i) depressive symptoms are associated with frailty; (ii) there is a gradient in this effect across the range of depressive symptoms; and (iii) the association between depressive symptoms and frailty is specific to particular types of depressive symptoms (positive affect, negative affect, somatic complaints, and interpersonal relations).MethodSecondary analysis of an existing population‐based study was conducted.PopulationIn 1991, 1751 community‐living adults aged 65+ years were interviewed.MeasuresDepressive symptoms were measured using the Center for Epidemiologic Studies—Depression (CES‐D) scale. Frailty was graded from 0 (no frailty) to 3 (moderate/severe frailty). Age, gender, education, marital status, self‐rated health, and the number of comorbid conditions were self‐reported.AnalysesLogistic regression models were constructed with the outcome of no frailty/urinary incontinence only versus frailty.ResultsDepressive symptoms were strongly associated with frailty, and there was a gradient effect across the entire range of the CES‐D scale. The odds ratio and 95% confidence interval was 1.08 (1.06, 1.09) per point of the CES‐D in unadjusted models. After potential confounding factors were adjusted, the adjusted odds ratio (95% confidence interval) was 1.03 (1.01, 1.05). Positive affect, negative affect, and somatic complaints were all associated with frailty, whereas interpersonal relations were not associated with frailty.ConclusionsDepressive symptoms are associated with frailty. Clinicians should consider assessing frail older adults for the presence of depression. Copyright © 2012 John Wiley & Sons, Ltd.