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To examine if incident severe sepsis is associated with increased risk of subsequent depressive symptoms and to assess which patient characteristics are associated with increased risk of depressive symptoms.Prospective longitudinal cohort study.Population-based cohort of older U.S. adults interviewed as part of the Health and Retirement Study (1998–2006).A total of 439 patients who survived 471 hospitalizations for severe sepsis and completed at least one follow-up interview.Depressive symptoms were assessed with a modified version of the Center for Epidemiologic Studies Depression Scale. Severe sepsis was identified using a validated algorithm in Medicare claims.The point prevalence of substantial depressive symptoms was 28% at a median of 1.2 years before sepsis, and remained 28% at a median of 0.9 years after sepsis. Neither incident severe sepsis (relative risk [RR]: 1.00; 95% confidence interval [CI]: 0.73, 1.34) nor severe sepsis–related clinical characteristics were significantly associated with subsequent depressive symptoms. These results were robust to potential threats from missing data or alternative outcome definitions. After adjustment, presepsis substantial depressive symptoms (RR: 2.20; 95% CI: 1.66, 2.90) and worse postsepsis functional impairment (RR: 1.08 per new limitation; 95% CI: 1.03, 1.13) were independently associated with substantial depressive symptoms after sepsis.The prevalence of substantial depressive symptoms in severe sepsis survivors is high but is not increased relative to their presepsis levels. Identifying this large subset of severe sepsis survivors at increased risk for major depression, and beginning interventions before hospital discharge, may improve outcomes.