BACKGROUND: Depressive symptoms are associated with age-related cognitive impairment, but the relative risk of specific subtypes of mild cognitive impairment (MCI) conferred by depressive symptoms is unclear. The purpose of this exploratory study was to determine the longitudinal association between baseline depressive symptoms and incident cases of MCI subtypes (amnestic vs. non-amnestic) and probable dementia (PD) (Alzheimer's disease, vascular, mixed) among postmenopausal women. METHODS: Depressive symptoms were assessed at study baseline using an 8-item Burnam algorithm in 7043 postmenopausal women who participated in the Women's Health Initiative Memory Study (WHIMS) and the WHIMS-Epidemiology of Cognitive Health Outcomes (WHIMS-ECHO) extension study. During the median 9.4-year follow-up interval, the presence of MCI and PD was classified by a central adjudication committee. Classification of participants by MCI subtype (amnestic single and multi-domain, non-amnestic single and multi-domain) was done algorithmically based on established criteria using data from annual cognitive testing. RESULTS: At baseline, 557 women (7.9%) had clinically significant depressive symptoms based on Burnam algorithm cut-point of 0.06. Depressive symptoms at baseline were associated with an increased risk of incident amnestic MCI (hazard ratio [HR] = 1.91, 95% confidence interval [CI] 1.32-2.78, p < 0.0001), but not non-amnestic MCI (HR = 1.39, 95% CI 0.91-2.14, p = 0.13) after controlling for demographic factors. This relationship between depressive symptoms and amnestic MCI remained consistent after controlling for lifestyle variables, cardiovascular risk factors, antidepressant use, and history of hormone therapy. There were no significant associations between depressive symptoms and incidence of PD. CONCLUSION: Depressive symptoms at baseline among postmenopausal older women are associated with higher incidence of amnestic MCI, suggesting that they may be an independent risk factor or part of the early prodrome of dementia.