Depression appears to be associated with weight gain. Little is known about whether this association is independent of, or partly due to, several biopsychosocial variables. This study aims to investigate which biopsychosocial variables contribute to weight gain over a 4-year period in persons with major depressive disorder (MDD) or high depressive symptoms. Data from 1658 adults who participated in the Netherlands Study of Depression and Anxiety were used. Baseline depression was measured with a DSM-IV based psychiatric interview and with a depressive symptom measure. Four year weight gain was classified as stable weight (within 5% gain or loss) versus weight gain (>5% gain). Twenty-one baseline psychological, lifestyle and biological variables and antidepressant use were considered as potential contributing variables. In sociodemographic adjusted models, MDD and depressive symptoms were associated with subsequent weight gain. None of the biopsychosocial variables or antidepressants was associated with weight gain, thus did not contribute to the observed increased weight gain risk in depression, except for alcohol intake and TCA use. Future research should explore other potential factors that may be responsible for the increased risk for subsequent weight gain in depression, e.g. unhealthy dietary patterns or eating styles, or underlying intrinsic factors such as genetics.