Key summary pointsAimTo investigate the longitudinal association between pain intensity at baseline and risk of developing significant depressive symptoms, at 2-year follow-up, in community-dwelling adults aged ≥ 50 years, without depression at baseline, in the Survey of Health, Ageing and Retirement in Europe (SHARE).FindingsHigher pain intensity at baseline was associated with an increased risk of developing significant depressive symptoms in community-dwelling adults, at 2-year follow-up, independent of socio-demographic and clinical factors, physical inactivity, loneliness, mobility and functional impairments. This association was more pronounced in men compared to women.MessageSelf-reported mild, moderate and severe pain, respectively, versus no pain were risk factors for onset of significant depressive symptoms in community-dwelling adults without depression at baseline.