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Elevated rates of suicide and depression among physicians have been reported. The associations between perceived parental bonding and depressive symptoms have yet to be studied longitudinally in this occupational group. In a nationwide cohort, we sought to study parental bonding as a predictor for severe depressive symptoms and to determine whether self-esteem mediates this relationship. After graduation (T1), medical students (N = 631) were followed-up after 1 (T2), 4 (T3), and 10 (T4) years. There were no gender differences in mean depressive scores. Female physicians reported higher levels of care from their mothers (p < 0.05) and less overprotection from their fathers (p < 0.05). Low-care from the mother predicted severe depressive symptoms (p = 0.01), an effect shown to be stronger for male than for female physicians. The relationship between perceived parental bonding and depressive symptoms was partially mediated by low self-esteem for both sexes.