Researchers in Taiwan analysed the medical records of 4,634 people with depression and 18,544 free of depression over 10 years.
They also looked at the risk of Parkinson's disease after excluding people who were diagnosed with Parkinson's within two or five years following their depression diagnosis.
During the 10-year follow-up period, 66 people with depression, or 1.42 per cent, and 97 without depression, or 0.52 per cent, were diagnosed with Parkinson's disease, a degenerative disorder of the central nervous system.
People with depression were 3.24 times more likely to develop Parkinson's disease than those without depression, the study found.
"Our study suggests that depression may also be an independent risk factor for Parkinson's disease," Yang said.
"Many questions remain, including whether depression is an early symptom of Parkinson's disease rather than an independent risk factor for the disease," Yang said.
"Our study also found that depression and older age and having difficult-to-treat depression were significant risk factors as well," he said.
The study was published in the journal Neurology, the medical journal of the American Academy of Neurology.
