This study seeks to identify profiles of depressive symptoms trajectories among a sample of 2,696 Finnish students (56.8% female), followed from 13–14 to 18–19 years old. Piecewise growth mixture analyses identified 5 trajectories: Low Stabilizing (6.20%), Mild Increasing (47.90%), Moderate Stabilizing (36.82%), Low Increasing (3.62%), and High Stable (5.46%). Relative to boys, girls experienced more problematic depressive symptoms trajectories. The study also assesses whether achievement goals growth predicts depression trajectories, and whether school burnout and engagement growth trajectories can be positioned as outcomes of depression trajectories. Adopting mastery-intrinsic and mastery-extrinsic goals was associated with a lower risk of feeling depressed, whereas adhering to performance-approach or performance-avoidance goals was associated with a higher risk of corresponding to a problematic trajectory-profile. School burnout and engagement trajectories closely matched youth depressive symptoms trajectory-profiles, except for youth corresponding to a High Stable profile who experienced an increase in their school engagement.