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Introduction Poor housing quality associates with risk for depression. However, previous research often lacks consideration of socioeconomic status (SES) baseline depressive symptoms and biological processes, leading to concerns of confounding and reverse causation.Methods In a sample of up to 9669 adults, we investigated cross-sectional and longitudinal associations between housing quality (assessed at age 28, 1-year and 2 year follow-ups) and depressive symptoms (at four intervals between enrolment and 18-year follow-up). In subsamples (n=871, n=731), we investigated indirect effects via DNA methylation.Results Poor housing quality associated with depressive symptoms cross-sectionally (beta range: 0.02–0.06) after controlling for SES and other factors. Longitudinally, this association persisted at the ~2 year, but not the ~18-year follow-up period. Indirect effects (β=0.002–0.012) linked to genes related to ageing, obesity and brain health.Conclusion These results highlight poor housing quality as a risk factor for depression and the potential role of DNA methylation in this association.