OBJECTIVE: There is increasing evidence for an association between asthma and body weight change. The objectives of these analyses were to examine the temporal relationships of this association and to explore the role of childhood depression as an explanatory factor. METHODS: Data were derived from six subsequent semistructured interviews on health habits and health conditions from a single-age community study of 591 young adults followed up between ages 20 and 40 years. RESULTS: Cross-sectionally (over the whole study period), asthma was significantly associated with obesity (odds ratio=3.9 [95% confidence interval 1.2, 12.2]). Multivariate longitudinal analyses revealed that asthma was associated with increased later weight gain and later obesity among women after controlling for potentially confounding variables, whereas weight gain and obesity were not associated with later asthma. A secondary analysis showed that depressive symptoms during childhood were associated with adult obesity and asthma, partially explaining the asthma-obesity comorbidity. CONCLUSION: This study encourages further research on mechanisms underlying the asthma-obesity comorbidity, particularly on shared psychosocial factors operating during critical periods in childhood and adolescence that may influence the development and persistence of both obesity and asthma during adulthood.