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Background: Late-life depression and physical frailty are supposed to be reciprocally associated, however, longitudinal studies are lacking., Objectives: This study examines whether physical frailty predicts a higher incidence of depression, as well as a less favorable course of depression., Methods: A population-based cohort study of 888 people aged 65 years and over with follow-up measures at 3, 6, and 9 years. Cox proportional hazards models adjusted for age, sex, education, smoking, alcohol usage, and global cognitive functioning were applied to calculate the incidence of depressed mood in those nondepressed at baseline (n = 699) and remission in those with depressed mood at baseline (n = 189). Depressed mood onset or remission was defined as crossing the cut-off score of 20 points on the Center for Epidemiological Studies-Depression Scale combined with a relevant change in this score. Physical frailty was based on the presence of ≥ 3 out of 5 components (ie, weight loss, weakness, slowness, exhaustion, and low physical activity level)., Results: A total of 214 out of 699 (30.6%) nondepressed persons developed depressed mood during follow-up. Physical frailty predicted the onset of depressed mood with a hazard rate of 1.26 (95% confidence interval 1.09-1.45, P = .002). Of the 189 persons with depressed mood at baseline, 96 (50.8%) experienced remission during follow-up. Remission was less likely in the presence of a higher level of physical frailty (hazard rate = 0.72, 95% confidence interval 0.58-0.91, P = .005)., Conclusions: Because physical frailty predicts both the onset and course of late-life depressed mood, physical frailty should receive more attention in mental health care planning for older persons as well as its interference with treatment. Future studies into the pathophysiological mechanisms may guide the development of new treatment opportunities for these vulnerable patients., Competing Interests: The authors declare no conflicts of interest., (Copyright © 2015 AMDA - The Society for Post-Acute and Long-Term Care Medicine. Published by Elsevier Inc. All rights reserved.)