Depression is one of the most common and persistent nonmotor syndromes occurring in 35% of patients diagnosed with PD. However, little information is known about the longitudinal study of its natural history of depression in PD. In this study, we identified 110 patients who are diagnosed with idiopathic PD and recruited them for assessing information about their PD related motor and nonmotor symptoms and rating scales. A follow-up evaluation was performed in 103 patients 30 months later. About 66.7% depressed patients at baseline were still depressed at follow-up, and 24.4% had incident depression among subjects without depression at baseline. Greater decline on MMSE (P = 0.029), higher baseline UPDRS-II (P < 0.001) score, change of UPDRS-II (P = 0.026), and female (P < 0.001) were associated with the worsening of HDRS scores. Higher baseline HDRS score (P < 0.001) and greater decline on MMSE (P = 0.001) were related to the occurrence of depression. In conclusion, cognitive decline is a disease related factor of worsening and the occurrence of depression. Activities of Daily Living (ADL) symptoms in PD and female gender may be crucial factors of increasing depressive symptoms.