Objective: Although it has been hypothesized that the depression-obesity relation is bidirectional, few studies have addressed this hypothesis in a prospective setting. We aimed to examine the bidirectional relationship in middle-aged and elderly women. Subjects: A total of 65 955 women aged 54-79 years in the Nurses' Health Study were prospectively followed from 1996 to 2006 with updated information on body weight, depression status and various covariates every 2 years. Depression was defined as self-report of physician-diagnosed depression and/or antidepressant use. Obesity was defined as a BMI >= 30.0 kg m(-2). The first three waves (1996-2000) were used as the baseline period and the last three waves (2002-2006) were used as the follow-up period. Results: After adjusting for baseline age, physical activity, comorbidities, BMI and other covariates, depression at the baseline period was associated with an increased risk of obesity at the follow-up period in all women (multivariate-adjusted odds ratio (OR), 1.38; 95% confidence interval (95% CI), 1.24-1.53) and baseline non-obese women (OR, 1.51; 95% CI, 1.36-1.67). In the opposite direction, after adjusting for baseline age, physical activity, comorbidities, depression status and other covariates, obese women at baseline had a moderately increased risk of depression at the follow-up period compared with normal-weight women (OR, 1.11; 95% CI, 1.03-1.18), and this association was similar for new onset of depression (OR for obese versus normal weight women, 1.10; 95% CI, 1.02-1.20). Conclusions: Our results suggest a bidirectional association between depression and obesity in middle-aged and elderly women. Future studies are needed to confirm our findings in different populations, and investigate the potential mechanisms underlying this association. Our results underscore the importance of early detection and proper behavioral modifications to lower the burden of both conditions. International Journal of Obesity (2012) 36, 595-602; doi: 10.1038/ijo.2011.111; published online 7 June 2011