Depression is associated with an increased dementia risk, but the nature of the association in the long-term remains unresolved, and the role of sociodemographic factors mainly unexplored.

To assess whether a history of clinical depression is associated with dementia in later life, controlling for observed sociodemographic factors and unobserved factors shared by siblings, and to test whether gender, educational level and marital status modify the association.

We conducted a national cohort study of 1 616 321 individuals aged 65 years or older between 2001 and 2018 using administrative healthcare data. A history of depression was ascertained from the national hospital register in the period 15–30 years prior to dementia follow-up. We used conventional and sibling fixed-effects Cox regression models to analyse the association between a history of depression, sociodemographic factors and dementia.

A history of depression was related to an adjusted hazard ratio of 1.27 (95% CI 1.23–1.31) for dementia in the conventional Cox model and of 1.55 (95% CI 1.09–2.20) in the sibling fixed-effects model. Depression was related to an elevated dementia risk similarly across all levels of education (test for interaction, P = 0.84), but the association was weaker for the widowed than for the married (P = 0.003), and stronger for men than women (P = 0.006). The excess risk among men attenuated following covariate adjustment (P = 0.10).

This study shows that a history of depression is consistently associated with later-life dementia risk. The results support the hypothesis that depression is an aetiological risk factor for dementia.