Purpose: We examined changes in the burden of depressive symptoms between 2006 and 2014 in 18 European countries across different age groups. Methods: We used population-based data drawn from the European Social Survey (N = 64.683, 54% female, age 14-90 years) covering 18 countries (Austria, Belgium, Denmark, Estonia, Finland, France, Germany, Great Britain, Hungary, Ireland, The Netherlands, Norway, Poland, Portugal, Slovenia, Spain, Sweden, Switzerland) from 2006 to 2014. Depressive symptoms were measured via the CES-D 8. Generalized additive models, multilevel regression, and linear regression analyses were conducted. Results: We found a general decline in CES-D 8 scale scores in 2014 as compared with 2006, with only few exceptions in some countries. This decline was most strongly pronounced in older adults, less strongly in middle-aged adults, and least in young adults. Including education, health and income partially explained the decline in older but not younger or middle-aged adults. Conclusions: Burden of depressive symptoms decreased in most European countries between 2006 and 2014. However, the decline in depressive symptoms differed across age groups and was most strongly pronounced in older adults and least in younger adults. Future studies should investigate the mechanisms that contribute to these overall and differential changes over time in depressive symptoms.