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Abstract Background and aims The older people bears a severe burden of disease due to frailty and depressive symptoms, however, the results of association between the two in the older Chinese people have been conflicting. Therefore, this study aimed to investigate the developmental trajectories and interactions of frailty and depressive symptoms in the Chinese middle-aged and older adults. Methods The study used four waves of data from 2011, 2013, 2015 and 2018 in the China Health and Retirement Longitudinal Study (CHARLS) database, focused on middle-aged and older people ≥ 45 years of age, and analyzed using latent growth models and cross-lagged models. Results The parallel latent growth model showed that the initial level of depressive symptoms had a significant positive predictive effect on the initial level of frailty. The rate of change in depressive symptoms significantly positively predicted the rate of change in frailty. The initial level of frailty had a significant positive predictive effect on the initial level of depressive symptoms, but a significant negative predictive effect on the rate of change in depressive symptoms. The rate of change in frailty had a significant positive predictive effect on the rate of change in depressive symptoms. The results of the cross-lagged analysis indicated a bidirectional causal association between frailty and depressive symptoms in the total sample population. Results for the total sample population grouped by age and gender were consistent with the total sample. Conclusions This study recommends advancing the age of concern for frailty and depressive symptoms to middle-aged adults. Both men and women need early screening and intervention for frailty and depressive symptoms to promote healthy aging.