Objective: Depression is associated with cognitive impairment and dementia, but few studies have been done on Chinese adults. This study evaluates the relationship between depressive symptoms status and cognitive function in middle-aged and elderly Chinese adults.Methods: We included 7,968 participants from the Chinese Health and Retirement Longitudinal Survey (CHRALS) with a follow-up of 4 years. Using the Center for Epidemiological Studies Depression Scale to measure depressive symptoms, with a score of 12 or more indicating elevated depressive symptoms. Adjust covariance analysis and generalized linear analysis were used to investigate the relationship between depressive symptoms status (never, new-onset, remission and persistence) and cognitive decline. Restricted cubic spline regression was used to performed the potential nonlinear associations between depressive symptoms and the change scores of cognitive functions.Results: During the 4-year follow-up, 1148 participants (14.41%) reported persistent depressive symptoms. The participants who have persistent depressive symptoms with more declines in total cognitive scores (least-square mean =-1.99, 95% CI:-3.70 to -0.27). Compared with never depressive symptoms, participants with persistent depressive symptoms experienced a faster decline in cognitive scores (beta =-0.68, 95%CI:-0.98 to -0.38), and small difference (d=0.29) at follow-up. But females with new-onset depression had more cognitive decline than those with persistent depression (least-square mean new-onset -least-square mean persistent=-0.10), its differences in males (least-square mean new-onset -least-square mean persistent=0.03).Conclusions: Participants with persistent depressive symptoms experienced a faster decline in cognitive function, but differently in men and women.