Background Poor nutrition and growth during fetal life and childhood might be associated with depression in adulthood; however, studies evaluating these associations present controversial results, especially when comparing studies using different proxies for fetal growth. We evaluated the association of fetal and childhood growth/nutrition with depression, in adulthood, using different approaches and measurement methods. Method In 1982, hospital births (n = 5914) in Pelotas, southern Brazil, were examined and have been prospectively followed. At 30 years, the presence of major depression and depressive symptoms severity was evaluated using the Mini International Neuropsychiatric Interview (MINI) and Beck Depression Inventory (BDI-II). The present study assessed their association with birth weight, premature birth, small for gestational age (SGA), stunting and conditional growth during childhood. Results At 30 years, 3576 individuals were evaluated and 7.9% had major depression. Low birth weight (PR = 1.01 95%CI [0.64-1.60]), having been born SGA (PR = 0.87 95%CI [0.64-1.19]) and premature birth (PR = 1.22 95%CI [0.72-2.07]) were not associated with major depression inmultivariablemodels. However, those born SGA who were also stunted in childhood had a higher prevalence of major depression (PR = 1.87 95%CI [1.06-3.29]) and greater odds of scoring a higher level of depression in the BDI-II (OR = 2.18 95%CI [1.34-3.53]). Conclusion In this Brazilian cohort of young adults, those born SGA who were also stunted during childhood had a higher risk of depression in adulthood. Our results show that the effect of growth impairment on depression is cumulative.