Tobacco use in adolescence has been linked to the onset of depressive symptoms, but results of previous studies are inconsistent. The aim of this study was to clarify if tobacco use during early adolescence may affect the short-term onset of depressive symptoms. The study is based on Swedish Kupol study (3959 students). Current cigarette smoking, snus use, and tobacco dependence were assessed using questionnaires at baseline and 1-year follow-up. Outcome was the onset of depressive symptoms measured with the CES-DC scale, using a cut-off ≥ 30 as threshold. Adjusted linear and logistic regression models were employed to calculate odds ratios (OR) and corresponding 95% confidence intervals (CI). CES-DC mean score at baseline was 14.3, higher in females than males (17.5 vs 10.9). The incidence of depressive symptoms at follow-up was 8.3%, greater in current than never smokers at baseline (13.7% vs 3.1%). Current cigarette smoking at the age of 13 years was strongly associated with the onset of depressive symptoms 1 year later, particularly in males (OR 12.7, 95% CI: 2.5–63.9), with a significant interaction between tobacco use and sex; feeling dependent on tobacco was also associated with depressive symptoms in males but not in females. Snus and overall tobacco use were not associated with the onset of depressive symptoms. Tobacco use during adolescence appears to influence the onset of depressive symptoms, with a stronger association in males than females. Pubertal maturation and sex-specific response patterns to the scale instrument may explain the moderating effect of sex.