Lab tests showed cells looked biologically older in people who were severely depressed or who had been in the past.
These visible differences in a measure of cell ageing called telomere length couldn’t be explained by other factors, such as whether a person smoked.
The findings, in more than 2,000 people, appear in Molecular Psychiatry.
Experts already know that people with major depression are at increased risk of age-related diseases such as cancer, diabetes, obesity and heart disease.
This might be partly down to unhealthy lifestyle behaviours such as alcohol use and physical inactivity.
But scientists suspect depression takes its own toll on our cells.
To investigate, Josine Verhoeven from the VU University Medical Centre in the Netherlands, along with colleagues from the US, recruited 2,407 people to take part in the study.
More than one third of the volunteers were currently depressed, a third had experienced major depression in the past and the rest had never been depressed.
The volunteers were asked to give a blood sample for the researchers to analyse in the lab for signs of cellular ageing.
The researchers were looking for changes in structures deep inside cells called telomeres.
Telomeres cap the end of our chromosomes which house our DNA. Their job is to stop any unwanted loss of this vital genetic code. As cells divide, the telomeres get shorter and shorter. Measuring their length is a way of assessing cellular ageing.
People who were or had been depressed had much shorter telomeres than those who had never experienced depression. This difference was apparent even after lifestyle differences, such as heavy drinking and smoking, were taken into account.
Furthermore, the most severely and chronically depressed patients had the shortest telomeres.
Dr Verhoeven and colleagues speculate that shortened telomeres are a consequence of the body’s reaction to the distress depression causes.
“This large-scale study provides convincing evidence that depression is associated with several years of biological ageing, especially among those with the most severe and chronic symptoms,” they say.
But it is unclear whether this ageing process is harmful and if it can be reversed.
She says telomere length does not consistently predict other key outcomes such as death risk.
Further, it is likely that only a major depressive disorder, not experience of or even a lifetime of mild-to-moderate depressive symptoms, relates to telomere length, she said.