Depression and musculoskeletal pain are associated, but long-term follow-up studies are rare. We aimed to examine the relationship of early depressive symptoms with developmental patterns of musculoskeletal pain from adolescence to middle age. Adolescents ending compulsory school (age 16) in Luleå, Northern Sweden, in 1981 (n = 1083) were studied and followed up in 1986, 1995, and 2008 (age 43) for musculoskeletal pain. Attrition was very low. Indicators for any and severe pain were based on pain in the neck-shoulders, low back, and the extremities. Latent class growth analyses were performed on 563 men and 503 women. Associations of a depressive symptoms score (DSS, range 0.0-2.0) at age 16 with pain trajectory membership were assessed by logistic and multinomial regression, adjusting for parental socioeconomic status, social adversities, smoking, exercise, body mass index, and alcohol consumption at age 16. For any pain, 3 trajectories emerged: high-stable (women 71%, men 61%), moderate (11%, 17%), and low-increasing (18%, 22%). With the low-increasing trajectory as reference, for each 0.1-point increase in the DSS, the odds ratio of belonging to the high-stable trajectory was 1.25 (95% confidence interval 1.11-1.41) in women and 1.23 (1.10-1.37) in men. For severe pain, 2 trajectories were found: moderate-increasing (women 19%, men 9%) and low-stable. For each 0.1-point increase in the DSS, the odds ratio of membership in the moderate-increasing trajectory was 1.14 (1.04-1.25) in women and 1.17 (1.04-1.31) in men in the fully adjusted model. Thus, depressive symptoms at baseline are strongly associated with pain trajectory membership.