Depression is a common mental disorder, which can be recurrent and long-lasting, substantially impairing people's somatic health and the ability to function, decreasing quality of life, and causing a significant burden on the health systems (Aday et al., 2018; Malhi and Mann, 2018; Penninx et al., 2013). >300 million people worldwide suffered from depression in 2015, with the prevalence ranging from 0.4 % to 15.7 % across countries (World Health Organization, 2017; Rai et al., 2013). Individual-level socioeconomic factors such as education level, occupational grade, and income have been associated with the prevalence of depression (Rai et al., 2013), and evidence has suggested a predisposition to depression in people living with low socioeconomic status (SES) (Lorant et al., 2003). Previous literatures have linked depression with a markedly increased risk of cardiovascular disease (CVD) and premature death (Carney and Freedland, 2017; Harshfield et al., 2020; Pan et al., 2011; Rajan et al., 2020), but whether the excess CVD risk for individuals with depression differs in low, medium, or high SES groups is unclear.

Besides, in clinical trials, pharmacological and psychological interventions for depression have shown equivocal results with respect to improving cardiac health (Tully et al., 2021). A better understanding of mediating factors by which depression may increase cardiovascular risk will facilitate developing strategies to prevent CVD events attributed to depression. In recent decades, targeting lifestyle change in patients with depression has received increasing attention (Blumenthal, 2013; Ramanuj et al., 2019; Sarris et al., 2014). Evidence showed that unhealthy lifestyles such as cigarette smoking, heavy drinking, low physical activities, poor diet, sleep deprivation, and lack of socializing tend to cluster together in people with depression (Dixit and Crum, 2000; Han et al., 2022), and are also well-established risk factors for developing CVD (Said et al., 2018). Multiple studies further suggested that specific lifestyle factors as potential mediators were substantially involved in the association between depression and CVD risk (Whooley and Wong, 2013), raising the hypothesis that the increased risk of CVD attributed to depression could be attenuated or potentially prevented though lifestyle modification. However, limited studies have been conducted in this regard, most of which were performed among patients with pre-existing coronary heart disease (CHD) (Whooley et al., 2008; Ye et al., 2013), or only focused on a single lifestyle factor (Azevedo Da Silva et al., 2014; Win et al., 2011).

To fill these knowledge gaps, we aimed to investigate: 1) whether the association of depressive symptoms with increased risk of incident CVD and all-cause mortality differs in individuals of low, medium, and high SES; 2) the extent to which the association between depressive symptoms and these adverse outcomes could be explained by various lifestyle factors; 3) and whether the elevated risk of CVD and mortality would be counteracted when individuals with depressive symptoms adopted a healthier lifestyle, compared with individuals without depressive symptoms.