AIMS/HYPOTHESIS: Depression is twice as common in individuals with type 2 diabetes as in the general population. However, it remains unclear whether hyperglycaemia and insulin resistance are directly involved in the aetiology of depression. Therefore, we investigated the association of markers of hyperglycaemia and insulin resistance, measured as continuous variables, with incident depressive symptoms over 4 years of follow-up. METHODS: We used data from the longitudinal population-based Maastricht Study (n = 2848; mean age 59.9 ± 8.1 years, 48.8% women, 265 incident depression cases, 10,932 person-years of follow-up). We assessed hyperglycaemia by fasting and 2 h post-load OGTT glucose levels, HbA1c and skin autofluorescence (reflecting AGEs) at baseline. We used the Matsuda insulin sensitivity index and HOMA-IR to calculate insulin resistance at baseline. Depressive symptoms (nine-item Patient Health Questionnaire score ≥10) were assessed at baseline and annually over 4 years. We used Cox regression analyses, and adjusted for demographic, cardiovascular and lifestyle risk factors. RESULTS: Fasting plasma glucose, 2 h post-load glucose and HbA1c levels were associated with an increased risk for incident depressive symptoms after full adjustment (HR 1.20 [95% CI 1.08, 1.33]; HR 1.25 [1.08, 1.44]; and HR 1.22 [1.09, 1.37] per SD, respectively), while skin autofluorescence, insulin sensitivity index and HOMA-IR were not (HR 0.99 [0.86, 1.13]; HR 1.02 [0.85, 1.25]; and HR 0.93 [0.81, 1.08], per SD, respectively). CONCLUSIONS/INTERPRETATION: The observed temporal association between hyperglycaemia and incident depressive symptoms in this study supports the presence of a mechanistic link between hyperglycaemia and the development of depressive symptoms. Graphical abstract.