The purpose of this study was to examine the longitudinal and unique association between number of years of team sport and individual sport participation during adolescence and depressive symptoms during early adulthood. Adolescents (n = 860) reported team sport and individual sport participation in each year of secondary school for five years. Participants reported depressive symptoms using the Major Depression Inventory three years after secondary school. Multivariate linear regression was performed to model the associations of sport participation with depressive symptoms while controlling for sex, age, parent education, and baseline depressive symptoms. In the final model, adolescents who consistently participated in team sport during high school reported lower depression scores in early adulthood (β = -.09, p = .02). Number of years of individual sport participation was not statistically significantly associated with depressive symptoms in early adulthood. Based on these findings, team sport participation may protect against depressive symptoms in early adulthood. If this finding is replicated, strategies should be implemented to encourage and maintain team sport participation during adolescence. Further research is needed to understand the mechanisms that link team sport participation to lower depression.