Low birth weight has been shown to be related to increased risk of depression later in life – but the evidence is not conclusive. We examined the association of size at birth with repeatedly measured depressive symptoms in 947 individuals from the Northern Swedish Cohort, a community-based age-homogeneous cohort born in 1965, and followed with questionnaires between ages 16 and 43 (participation rate above 90% in all the surveys). Information on birth size was retrieved from archived birth records. Length of gestation was known for a subsample of 512 individuals (54%). We studied the association of birth weight and ponderal index with self-reported depressive symptoms at ages 16, 21, 30 and 43; with the life-course average of depressive symptoms score and with longitudinal trajectories of depressive symptoms retrieved by latent class growth analysis. Socioeconomic background, mental illness or alcohol problems of a parent, exposure to social adversities in adolescence and prematurity were accounted for in the analyses. We did not find any relationship between weight or ponderal index at birth and our measure of depressive symptoms between ages 16 and 43 in a series of different analyses. Adjustment for length of gestation did not alter the results. We conclude that size at birth is not associated with later-life depressive symptoms score in this cohort born in the mid-1960s in Sweden. The time and context need to be taken into consideration in future studies.