In primarily white groups, associations between depression, incident heart failure (HF), and death have been widely documented. However, data from racial minorities, particularly women, was limited, and depression among the Black population was underrecognized and undertreated. As a result, researchers looked at the links between baseline depressed symptoms, incident HF, and all-cause mortality during 10 years. Participants in the Jackson Heart Study (JHS) with no history of HF at baseline (n=2,651; 63.9% women; median age, 53 years) were included. Clinically significant depressed symptoms at baseline (Center for Epidemiological Studies–Depression scores ≥16 vs <16) were used in Cox proportional hazards models to determine if the risk of incident HF or death differed. Models were run on the entire population and by gender, with demographics, HF risk factors, and lifestyle adjusted hierarchically. Overall, 538 persons (20.3%) reported having severe depressive symptoms (71.0%), and there were 181 occurrences of HF (cumulative incidence, 0.06%). Individuals with intense depressive symptoms had a 43% higher risk of HF in the unadjusted model (P=0.035). The link between demographic and HF risk variables was maintained, but lifestyle factors dampened it. Regardless of depressed symptoms, all-cause mortality was similar. The unadjusted link between depressive symptoms and HF was only found in women (P=0.039). Women with high depressive symptoms had a 53% higher risk of heart failure (P=0.043) in the fully adjusted model. There were sex-specific correlations between depressive symptoms and incident HF among Black adults, with women having a higher risk. To improve cardiovascular results, sex-specific depression treatment might have been required.