Background With rapid population ageing, depressive symptoms in older adults have become a pressing public health concern. While functional dependency is a known risk factor, the impact of changes in dependency over time remains unclear.Objective To examine the association between changes in daily living dependency and incident depressive symptoms in older adults across international cohorts.Methods We used data from 46 327 adults aged >= 50 years across four longitudinal ageing studies: China Health and Retirement Longitudinal Study (China), Health and Retirement Study (USA), English Longitudinal Study of Ageing (England) and Survey of Health, Ageing and Retirement in Europe (Europe). Daily living dependency was classified into three levels based on difficulties in activities of daily living (ADLs) and instrumental ADLs (IADLs). Change in dependency was assessed using baseline and 2-year follow-up data. Depressive symptoms were measured using the Center for Epidemiologic Studies depressive symptoms Scale or the European Depression Scales (EURO-D). Cox proportional hazard models estimated HRs and 95% CIs for incident depressive symptoms over a median follow-up of 4.2-5.1 years.Findings A total of 12 902 new depressive symptom cases occurred during follow-up. Compared with participants whose dependency status remained unchanged, those who recovered to independency had a significantly reduced risk of depressive symptoms. Functional deterioration, including transitions from independency to ADL or IADL dependency, was associated with increased risk of depressive symptoms (both pooled HRs 1.55), while functional improvement, from ADL or IADL dependency to independency, was linked to reduced risk (HRs 0.83 and 0.80, respectively).Conclusions Improvement in ADL dependency is linked to a lower risk of depressive symptoms, while worsening dependency significantly increases depressive symptoms risk.Clinical implications Routine assessment of functional status and early interventions to maintain or restore daily living independency may help prevent depressive symptoms in older adults. Targeted rehabilitation and support services could play a key role in reducing the mental health burden of ageing populations.