Background: Depression in adolescence is common and early onset predicts worse outcome in adulthood. Studies in adults have suggested a link between higher total 25-hydroxyvitamin D [25(OH)D] concentrations and lower risk of depression. Objectives: To investigate (a) the association between serum 25(OH)D[subscript 2] and 25(OH)D[subscript 3] concentrations and depressive symptoms in children, and (b) whether the associations of 25(OH)D[subscript 2] and 25(OH)D[subscript 3] are different from, and independent of, each other. Methods: Prospective cohort study with serum 25(OH)D[subscript 2] and 25(OH)D[subscript 3] concentrations measured at mean age of 9.8 years and depressive symptoms assessed with the Mood and Feelings Questionnaire by a trained interviewer at the mean ages of 10.6 years (n = 2,759) and 13.8 years (n = 2,752). Results: Higher concentrations of 25(OH)D[subscript 3] assessed at mean age 9.8 years were associated with lower levels of depressive symptoms at age 13.8 years [adjusted risk ratio (RR; 95% confidence interval (CI)): 0.90 (0.86-0.95)], but not at age 10.6 years [adjusted RR (95% CI): 0.98 (0.93-1.03)] and with increased odds of decreasing symptoms between age 10.6 and 13.8 years [adjusted RR (95% CI): 1.08 (1.01-1.16)]. Serum 25(OH)D[subscript 2] concentrations were not associated with depressive symptoms. Conclusions: This is the first study in children to suggest that the association between 25(OH)D[subscript 3] concentrations and depression emerges in childhood. The association is independent of a wide range of potential confounding factors, and appears to be stronger with greater time separation between assessment of 25(OH)D[subscript 3] and assessment of depressive symptoms. Confirmation of our findings in large prospective studies and trials would be valuable. (Contains 3 figures and 5 tables.)