PurposeSocioeconomic inequalities in anxiety and depression widen with increasing age. This may be due to differences in the incidence or persistence of symptoms. This paper investigates the widening of inequalities in anxiety and depression over the lifecourse.MethodsData were from the West of Scotland Twenty-07 Study, constituting three cohorts aged approximately 16, 36 and 56 years at baseline and re-visited at 5-yearly intervals for 20 years. Symptoms were measured using the Hospital Anxiety and Depression Scale. Adjusting for age and sex, multilevel models with pairs of interviews (n = 6,878) nested within individuals (n = 3,165) were used for each cohort to estimate associations between current symptoms and education or household social class for both those with and without earlier symptoms, approximating socioeconomic differences in incidence and persistence.ResultsInequalities in current symptom levels were present for both those with and without earlier symptoms. In the youngest cohort, those with less education were more likely to experience persistent depression and to progress from anxiety to depression. At older ages there were educational and social class differences in both the persistence and incidence of symptoms, though there was more evidence of differential persistence than incidence in the middle cohort and more evidence of differential incidence than persistence in the oldest cohort.ConclusionsDifferential persistence and symptom progression indicate that intervening to prevent or treat symptoms earlier in life is likely to reduce socioeconomic inequalities later, but attention also needs to be given to late adulthood where differential incidence emerges more strongly than differential persistence.