BACKGROUND: To describe demographic and clinical factors associated with the presence and incidence of depression and explore the temporal relationship between depression and joint symptoms in patients with symptomatic knee osteoarthritis (OA). METHODS: Three hundred ninety-seven participants were selected from a randomized controlled trial in people with symptomatic knee OA and vitamin D deficiency (age 63.3 ± 7.1 year, 48.6% female). Depression severity and knee joint symptoms were assessed using the patient health questionnaire (PHQ-9) and the Western Ontario and McMaster Universities Osteoarthritis Index (WOMAC), respectively, at baseline and 24 months. RESULTS: The presence and incidence of depression was 25.4 and 11.2%, respectively. At baseline, having younger age, a higher body mass index (BMI), greater scores of WOMAC pain (PR: 1.05, 95%CI:1.03, 1.07), dysfunction (PR: 1.02, 95%CI:1.01, 1.02) and stiffness (PR: 1.05, 95%CI: 1.02, 1.09), lower education level, having more than one comorbidity and having two or more painful body sites were significantly associated with a higher presence of depression. Over 24 months, being female, having a higher WOMAC pain (RR: 1.05, 95%CI: 1.02, 1.09) and dysfunction score (RR: 1.02, 95%CI: 1.01, 1.03) at baseline and having two or more painful sites were significantly associated with a higher incidence of depression. In contrast, baseline depression was not associated with changes in knee joint symptoms over 24 months. CONCLUSION: Knee OA risk factors and joint symptoms, along with co-existing multi-site pain are associated with the presence and development of depression. This suggests that managing common OA risk factors and joint symptoms may be important for prevention and treatment depression in patients with knee OA. TRIAL REGISTRATION: ClinicalTrials.gov identifier: NCT01176344 . Anzctr.org.au identifier: ACTRN12610000495022 .