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IMPORTANCE Depression is associated with incidence of and premature death from cardiovascular disease (CVD) and cancer in high-income countries, but it is not known whether this is true in low-and middle-income countries and in urban areas, where most people with depression now live.OBJECTIVE To identify any associations between depressive symptoms and incident CVD and all-cause mortality in countries at different levels of economic development and in urban and rural areas. DESIGN, SETTING, AND PARTICIPANTS This multicenter, population-based cohort study was conducted between January 2005 and June 2019 (median follow-up, 9.3 years) and included 370 urban and 314 rural communities from 21 economically diverse countries on 5 continents. Eligible participants aged 35 to 70 years were enrolled. Analysis began February 2018 and ended September 2019.EXPOSURES Four or more self-reported depressive symptoms from the Short-Form Composite International Diagnostic Interview. MAIN OUTCOMES AND MEASURESIncident CVD, all-cause mortality, and a combined measure of either incident CVD or all-cause mortality. RESULTSOf 145 862 participants, 61 235 (58%) were male and the mean (SD) age was 50.05 (9.7) years. Of those, 15 983 (11%) reported 4 or more depressive symptoms at baseline. Depression was associated with incident CVD (hazard ratio [