Importance. Oral contraceptives have been associated with an increased risk of subsequent clinical depression in adolescents. However, the association of oral contraceptive use with concurrent depressive symptoms remains unclear. Objectives. To investigate the association between oral contraceptive use and depressive symptoms and to examine whether this association is affected by age and which specific symptoms are associated with oral contraceptive use. Design, Setting, and Participants. Data from the third to sixth wave of the prospective cohort study Tracking Adolescents' Individual Lives Survey (TRAILS), conducted from September 1, 2005, to December 31, 2016, among females aged 16 to 25 years who had filled out at least 1 and up to 4 assessments of oral contraceptive use, were used. Data analysis was performed from March 1, 2017, to May 31, 2019. Exposure. Oral contraceptive use at 16, 19, 22, and 25 years of age. Main Outcomes and Measures. Depressive symptoms were assessed by the DSM-IV-oriented affective problems scale of the Youth (aged 16 years) and Adult Self-Report (aged 19, 22, and 25 years). Results. Data from a total of 1010 girls (743-903 girls, depending on the wave) were analyzed (mean [SD] age at the first assessment of oral contraceptive use, 16.3 [0.7]; (mean [SD] age at the final assessment of oral contraceptive use, 25.6 [0.6] years). Oral contraceptive users particularly differed from nonusers at age 16 years, with nonusers having a higher mean (SD) socioeconomic status (0.17 [0.78] vs -0.15 [0.71]) and more often being virgins (424 of 533 [79.5%] vs 74 of 303 [24.4%]). Although all users combined (mean [SD] ages, 16.3 [0.7] to 25.6 [0.6] years) did not show higher depressive symptom scores compared with nonusers, adolescent users (mean [SD] age, 16.5 [0.7] years) reported higher depressive symptom scores compared with their nonusing counterparts (mean [SD] age, 16.1 [0.6] years) (mean [SD] score, 0.40 [0.30] vs 0.33 [0.30]), which persisted after adjustment for age, socioeconomic status and ethnicity (β coefficient for interaction with age, -0.021; 95% CI, -0.038 to -0.005; P = .0096). Adolescent contraceptive users particularly reported more crying (odds ratio, 1.89; 95% CI, 1.38-2.58; P < .001), hypersomnia (odds ratio, 1.68; 95% CI, 1.14-2.48; P = .006), and more eating problems (odds ratio, 1.54; 95% CI, 1.13-2.10; P = .009) than nonusers. Conclusions and Relevance. Although oral contraceptive use showed no association with depressive symptoms when all age groups were combined, 16-year-old girls reported higher depressive symptom scores when using oral contraceptives. Monitoring depressive symptoms in adolescents who are using oral contraceptives is important, as the use of oral contraceptives may affect their quality of life and put them at risk for nonadherence.