Individuals with low socioeconomic position have high rates of depression; however, it is not clear whether this reflects higher incidence or longer persistence of disorder. Past research focused on high-risk samples, and risk factors of long-term depression in the population are less well known. Our aim was to test the hypothesis that socioeconomic position predicts depression trajectory over 13 years of follow-up in a community sample. We studied 12 650 individuals participating in the French GAZEL study. Depression was assessed by the Center for Epidemiological Studies-Depression scale in 1996, 1999, 2002, 2005 and 2008. These five assessments served to estimate longitudinal depression trajectories (no depression, decreasing depression, intermediate/increasing depression, persistent depression). Socioeconomic position was measured by occupational grade. Covariates included year of birth, marital status, tobacco smoking, alcohol consumption, body mass index, negative life events and preexisting psychological and non-psychological health problems. Data were analyzed using multinomial regression, separately in men and women. Overall, participants in intermediate and low occupational grades were significantly more likely than those in high grades to have an unfavorable depression trajectory and to experience persistent depression (age-adjusted ORs: respectively 1.40, 95% confidence interval (CI) 1.16-1.70 and 2.65, 95% CI 2.04-3.45 in men, 2.48, 95% CI 1.36-4.54 and 4.53, 95% CI 2.38-8.63 in women). In multivariate models, the socioeconomic gradient in long-term depression decreased by 21-59% in men and women. Long-term depression trajectories appear to follow a socioeconomic gradient; therefore, efforts aiming to reduce the burden of depression should address the needs of the whole population rather than exclusively focus on high-risk groups.