Objective Previous prospective studies on the association between vitamin D status and depression used a single 25-hydroxyvitamin D (25(OH)D) measurement. We investigated the association between change in serum 25(OH)D and parallel change in depressive symptoms over time in Dutch older adults. Design A population-based, prospective study in two cohorts of older men and women from the Longitudinal Aging Study Amsterdam. Methods Serum 25(OH)D concentrations were determined at two time points: in 1995/1996 and 13 years later in the older cohort (aged 65–88y, n = 173) and in 2002/2003 and 6 years later in the younger cohort (55–65 years, n = 450). At these time points, depressive symptoms were measured with the Center for Epidemiologic Studies Depression scale (CES-D). Associations were tested by multiple linear regression analyses. Results During follow-up, serum 25(OH)D concentrations increased in 32.4% of the older cohort and in 69.8% of the younger cohort. In the older cohort, change in 25(OH)D was not associated with change in CES-D score. In the younger cohort, no associations were observed in participants with higher baseline 25(OH)D concentrations (>58.6 nmol/L), but in those with lower baseline 25(OH)D concentrations, an increase in 25(OH)D was associated with a decrease in CES-D score (adjusted B per 10 nmol/L 25(OH)D increase: −0.62 (95% CI: −1.17, −0.07)). Conclusions Our study suggests that over 6 years, an increase in serum 25(OH)D is associated with a small decrease in depressive symptoms in young older adults with lower baseline 25(OH)D. Well-designed intervention trials are required to determine causality.