Objective: We examined whether socioeconomic and psychosocial adversity in midlife predicts post-retirement depressive symptoms. Design and Setting: A prospective cohort study of British civil servants who responded to a self-administered questionnaire in middle-age and at older ages, 21 years later. Participants: The study sample consisted of 3,939 Whitehall II Study participants (2,789 men, 1,150 women; mean age 67.6 years at follow-up) who were employed at baseline and retired at follow-up. Measurements: Midlife adversity was assessed by self-reported socioeconomic adversity (low occupational position; poor standard of living) and psychosocial adversity (high job strain; few close relationships). Symptoms of depression post-retirement were measured by the Center for Epidemiologic Studies Depression scale. Results: After adjustment for sociodemographic and health-related covariates at baseline and follow-up, there were strong associations between midlife adversities and post-retirement depressive symptoms: low occupational position (odds ratio [OR]: 1.70, 95% confidence interval [CI]: 1.15-2.51), poor standard of living (OR: 2.37, 95% CI: 1.66-3.39), high job strain (OR: 1.52, 95% CI: 1.09-2.14), and few close relationships (OR: 1.51, 95% CI: 1.12-2.03). The strength of the associations between socioeconomic, psychosocial, work-related, or non-work related exposures and depressive symptoms was similar. Conclusions: Robust associations from observational data suggest that several socioeconomic and psychosocial risk factors for symptoms of depression post-retirement can be detected already in midlife.