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The potential association between depressive symptoms and dynapenia – i.e. muscle weakness – is limited to few, mainly cross-sectional, studies. We use SHARE (Survey on Health, Ageing and Retirement in Europe) panel data to investigate whether the onset of dynapenia at 4-year follow-up can be explained by pre-existing (either at baseline, or at 2-year follow-up) depressive symptoms, or vice versa. Depressive symptoms were identified as a score of 4 or more on the 12-item EURO-D scale. Individuals were classified as affected by dynapenia if they had handgrip strength of <20kg for women and 30kg for men. We estimate whether being affected by symptoms of depression at baseline or becoming symptomatic between baseline and a 2-year follow-up increases the odds-ratio (OR) for dynapenia at a 4-year follow-up among individuals with no muscle strength impairment at baseline. We also carry out the reverse analysis, and study whether dynapenia at baseline or incident dynapenia between baseline and first follow-up increase the probability that individuals develop depressive symptoms by the second follow-up. The analysis was carried out using multivariate logistic regression. After adjusting for a full set of potential confounders, being symptomatic for depression at baseline did not increase the risk of dynapenia at the 4-year follow-up. Instead, individuals developing depressive symptoms between baseline and the 2-year follow-up had a 34% increased risk of developing dynapenia at the 4-year follow-up (OR 1.34, 95% CI 1.02 1.66). No significant association was detected between dynapenia at baseline or the onset of dynapenia between baseline and the 2-year follow-up and the incidence of depressive symptoms at the 4-year follow-up. In conclusion, our results support the effect of the onset of depressive symptoms on the onset of dynapenia, even after considering the role of confounding factors.Research regarding depressive symptoms and dynapenia is limited.In our study, dynapenia did not predict the onset of depressive symptoms.Individuals developing depressive symptoms had 34% increased risk of later developing dynapenia.