Context: Association between obesity and depression has repeatedly been established. For treatment and prevention purposes, it is important to acquire more insight into their longitudinal interaction. Objective: To conduct a systematic review and meta-analysis on the longitudinal relationship between depression, overweight, and obesity and to identify possible influencing factors. Data Sources: Studies were found using PubMed, PsycINFO, and EMBASE databases and selected on several criteria. Study Selection: Studies examining the longitudinal bidirectional relation between depression and overweight (body mass index 25-29.99) or obesity (body mass index >= 30) were selected. Data Extraction: Unadjusted and adjusted odds ratios (ORs) were extracted or provided by the authors. Data Synthesis: Overall, unadjusted ORs were calculated and subgroup analyses were performed for the 15 included studies (N = 58 745) to estimate the effect of possible moderators (sex, age, depression severity). Obesity at baseline increased the risk of onset of depression at follow-up (unadjusted OR, 1.55; 95% confidence interval [CI], 1.22-1.98; P < .001). This association was more pronounced among Americans than among Europeans (P = .05) and for depressive disorder than for depressive symptoms (P = .05). Overweight increased the risk of onset of depression at follow-up (unadjusted OR, 1.27; 95% CI, 1.07-1.51; P < .01). This association was statistically significant among adults (aged 20-59 years and >= 60 years) but not among younger persons (aged < 20 years). Baseline depression (symptoms and disorder) was not predictive of overweight over time. However, depression increased the odds for developing obesity (OR, 1.58; 95% CI, 1.33-1.87; P < .001). Subgroup analyses did not reveal specific moderators of the association. Conclusions: This meta-analysis confirms a reciprocal link between depression and obesity. Obesity was found to increase the risk of depression, most pronounced among Americans and for clinically diagnosed depression. In addition, depression was found to be predictive of developing obesity.