BackgroundDepression is a main source of disability worldwide. Identifying risk factors associated with incident and persistent episodes could inform clinical practice and hence mitigate their burden. However, previous research has focused on populations from developed countries. Thus, we evaluated sociodemographic risk factors and psychiatric comorbidities associated with incident and persistent depression in a large Brazilian occupational cohort. MethodsWe examined baseline (2008–2010, n = 15,105) and follow-up (2012–2014) data from the Brazilian Longitudinal Study of Adult Health (ELSA-Brasil). Based on the presence of depression diagnosis at two timepoints, we diagnosed persistent and incident depression. Simple and multiple logistic regression analyses were employed to explore risk factors associated with incident and persistent depression. As gender is associated with the exposure and outcome variables, analyses stratified by gender were also conducted. ResultsPresence of any anxiety disorder, obsessive-compulsive disorder, and female gender were significant (p < 0.001) risk factors for depression incidence (odds ratios of 2.59, 3.6, and 1.82, respectively) and persistence (odds ratios of 6.94, 14.37, and 2.85, respectively) in multiple models, whereas having university degree decreased the odds of depression incidence (0.74) and persistence (0.45). In stratified analyses, the effects of low education were only evident in women. LimitationsBrief depressive episodes could not be measured by our assessments. ConclusionIn this occupational cohort, female gender, low education and psychiatric comorbidities were associated with unfavorable depression courses. Interventions targeting comorbidities could prevent depression incidence and persistence.