Objective To assess the association of body-size from childhood to age 40 with depression in postmenopausal French women. Methods Participants of the E3N study reported birth characteristics and silhouettes matching theirs at age 8, at puberty, at 20-25, and 35-40 years (n = 41,144). Depression was assessed by the Center for Epidemiological Studies Depression Scale and split into new-onset and recurrent depression according to women's history of psychological disorder. Risks were estimated with multinomial logistic regression models. Results Low or high birth weights were associated with risk of depression. A large body-size at age 8 and a large body-size over the life-course were both associated with the risk of new-onset depression specifically, while women with a large body-size increase at puberty were at risk of recurrent depression. Largest body-sizes at 20-25 or 35-40 years were associated with both the risk of new-onset and recurrent depression, especially in normal weight women. However, a lean silhouette at 35-40 years was associated with the risk of recurrent depression only. Conclusions Women with a large body-size from childhood to adulthood might be at higher risk of new-onset postmenopausal depression, while leanness in adulthood could be associated with a higher risk of recurrent depression.