Background: Students define academic competence across two axes: developing skills and understanding (mastery) versus comparisons with peers (performance), and achieving goals (approach) versus avoiding failure (avoidance). We aimed to examine the longitudinal association between achievement goals and adolescent depressive symptoms., Methods: We analysed data from the Kindergarten (recruited at age 4-5 years; born between March, 1999, and February, 2000; recruited from March, 2004 to November, 2004) and Baby (recruited at age 0-1 years; born between March, 2003, and February, 2004; recruited from March, 2004 to January, 2005) cohorts of the Longitudinal Study of Australian Children. Participants were identified through the Medicare enrolment database and sampled using a randomised selection stratified by postcode to represent the Australian population. Achievement goals were measured at age 12-13 years with the Achievement Goal Questionnaire (ranges from 1 to 7 on each of the four subscales), and depressive symptoms with the Short Mood and Feelings Questionnaire (score ranges from 0 to 26, with higher scores indicating more severe symptoms) at ages 14-15 years (both cohorts) and 16-17 years (Kindergarten cohort only). Analyses were linear multilevel and traditional regressions, with confounder adjustment, for participants with available data on the exposures, confounders, and outcome., Findings: We included 3200 participants (1585 female and 1615 male) from the Kindergarten cohort and 2671 participants (1310 female and 1361 male) from the Baby cohort. A 1-point increase in mastery-approach goals was associated with decreased depressive symptom severity score (Kindergarten, -0·33 [95% CI -0·52 to -0·15]; Baby, -0·29 [-0·54 to -0·03]), while a 1-point increase in mastery-avoidance goals was associated with increased depressive symptom severity score (Kindergarten, 0·35 [95% CI 0·21 to 0·48]; Baby, 0·44 [0·25 to 0·64]). A 1-point increase in performance-avoidance goals was associated with increased depressive symptom severity score in the Kindergarten cohort but not the Baby cohort (Kindergarten, 0·26 [95% CI 0·11 to 0·41]; Baby, -0·04 [-0·27 to 0·19]). We found little evidence of an association between depressive symptom severity and performance-approach goals., Interpretation: Depressive symptoms in adolescents were associated with their achievement goals, which could be targetable risk factors for future trials to investigate whether school-based interventions that aim to enhance factors consistent with mastery goals (ie, learning skills and understanding the subject, rather than assessing competence in comparison to peers) could prevent depression in adolescents., Funding: Sir Henry Dale Fellowship jointly funded by the Wellcome Trust and the Royal Society., Competing Interests: Declaration of interests GlL is chair of an NIHR-funded trial steering committee and has received funding for travel and accommodation to attend the European College of Neuropsychopharmacology Congress 2023. KL is a participant on the Murdoch Children's Research Institute Data Governance Instruments working group and declares no other competing interests. All other authors declare no competing interests., (Copyright © 2024 The Author(s). Published by Elsevier Ltd. This is an Open Access article under the CC BY 4.0 license. Published by Elsevier Ltd.. All rights reserved.)