Evidence suggests that sunlight counteracts depression, but the associations of long-term sunlight exposure with specific symptoms of depression are not well known. We evaluated symptom-specific associations of average 1-year solar insolation with DSM-5 depressive symptoms in a representative cohort of Finnish adults. The sample included 1,845 participants from the Cardiovascular Risk in Young Finns Study with data on DSM-5 depressive symptoms, place of residence and covariates. Daily recordings of global solar radiation were obtained from the Finnish Meteorological Institute. Each participant's residential zip code on each day one year prior to the assessment of depressive symptoms was linked to the solar radiation data, and 1-year average daily solar insolation was calculated. Associations of the average 1-year solar insolation with depressive symptoms were assessed with linear and logistic regression analyses adjusting for season, sex, age, as well as individual- and neighborhood-level socioeconomic characteristics. Average daily solar insolation over one year prior to the depressive symptom assessment was not associated with the total number of depressive symptoms reported by participants. In symptom-specific analyses, participants exposed to higher levels of solar insolation in their residential neighborhood were less likely to report suicidal thought (OR = 0.61, 95% CI, 0.39–0.94), and more likely to report changes in appetite (OR = 1.24, 95% CI, 1.00–1.54), changes in sleep (OR = 1.30, 95% CI, 1.06–1.59) and feelings of worthlessness/guilt (OR = 1.33, 95% CI = 1.07–1.65). These findings suggest that solar insolation may contribute to symptom-specific differences in depression. Studies in other populations residing in different geographical locations are needed.