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This dissertation explores the complex relationship between social capital and depressive symptoms across the life course, focusing particularly on the increasing prevalence of depression from mid-to-late life. Using a life course perspective, this research investigates how social determinants, such as social capital, shape the emergence, increase, and decrease of depressive symptoms as individuals age. Drawing from both the tangible and psychological dimensions of social capital, this dissertation examines how changes in social connections and networks influence depressive symptom outcomes, including the biosocial consequences of depression on cognitive function in later life. The research is divided into three analytical papers. The first paper analyzes longitudinal data to assess the association between social capital and depressive symptoms, distinguishing between within- and between-person effects. The second paper explores how depressive symptom subtypes evolve from midlife to later life, identifying distinct subtypes and examining the stability and transitions between them over time. The third paper investigates the relationship between depressive symptom subtypes, social capital, and cognitive function, exploring how depressive symptom subtypes may mediate this association. Findings across these studies emphasize the pivotal role of social capital in shaping depression outcomes, highlighting how social isolation and disconnection may exacerbate depressive symptoms in later life. This dissertation contributes to the sociology of mental health and aging by offering new insights into the social mechanisms underlying depression and its long-term impacts on cognitive function. Through this work, policymakers and health professionals may gain a deeper understanding of how targeted interventions aimed at enhancing social capital could mitigate the global burden of depression in aging populations.