Are severe depressive symptoms prospectively associated with disability pension? To answer that question, we linked data from a representative sample of the Danish workforce with disability pension (DP) award data from the National Registry on Public Transfer Payments. Of the 5106 study participants, 111 employees (2.2%) received DP during the 10-year follow-up. Severe depressive symptoms, reported in 1995, predicted DP award during follow-up (adjusted hazard ratio=2.38, 95% confidence interval 1.22–4.66). Further research is needed to understand more fully the pathway(s) from severe depressive symptoms to DP.