BackgroundFrailty, cognitive decline, and depression are common syndromes among the elderly and are closely interconnected. However, it is still unclear whether the impact of frailty on depression depends on the role of cognitive decline. MethodWe conducted the Mendelian randomization (MR) analysis based on the instrumental variables (IVs) from the genome-wide association study (GWAS) databases, and we also performed a cross-sectional study consisting of 1362 older adults aged ≥65 for validation. ResultsThe results of the multivariable MR analysis showed that frailty significantly increased the risk of depression, even after controlling for the influence of cognitive performance. Conversely, after controlling for frailty, the effect of cognitive performance on depression risk was noticeably reduced. In the cross-sectional study, frailty mediated 24.04 % of the relationship between cognition and depression, and cognition mediated 7.63 % of the relationship between frailty and depression. ConclusionsWe provide evidence that frailty could increase depression risk independently of cognitive decline. Further research with a larger sample size is necessary.