Aim: The bidirectional association between obesity and depression seen in adults is not clearly established in adolescents. The aim of this study was to investigate the longitudinal association between body mass index (BMI), depressive symptoms and interactions between bullying victimization and BMI, taking gender differences into account. Subjects and methods: In a Swedish county, self-reported bullying victimization, BMI and depressive symptoms from 1729 adolescents (y¯ = 14.4, 56% females) were collected in 2012 (wave 1), in 2015 (wave 2) (y¯ = 17.3) and in 2018 (wave 3) (y¯ = 19.9). Longitudinal associations were assessed using binary logistic regression models controlling for confounding factors. Interaction effects between BMI and victimization on depressive symptoms were also assessed. Results: Wave 1 obese males had approximately six times increased odds ratio compared to normal weight, for wave 2 depressive symptoms. W1 overweight was associated with an odds ratio of 1.5 in all participants for wave 3 depressive symptoms. Victimization was consistently associated with higher odds ratio for future depressive symptoms. We found interaction effects between bullying victimization and BMI for future depressive symptoms with different patterns depending on sex. Conclusion: Given the present findings, bullying needs to be prevented, and, if it occurs, it needs to be stopped at an early stage to prevent future depressive symptoms.