Background: Unidirectional studies suggest that the effects between cardiovascular disease, depressive symptoms and loneliness are reciprocal, but this has not been tested empirically. The aim was to study how cardiovascular morbidity, depressive symptoms and loneliness influence each other longitudinally. Methods: Data from 2979 older adults from the Longitudinal Aging Study Amsterdam were analysed. Depressive symptoms (≥16 points on the Center for Epidemiologic Studies Depression Scale), loneliness (≥3 points on the De Jong Gierveld Loneliness Scale) and cardiovascular morbidity were measured five times during 13-year follow-up. With structural equation modelling, a full cross-lagged panel model was compared to nine nested models reflecting different sets of temporal effects. Results: The best-fitting cross-lagged panel model showed reciprocal risk increasing effects between depressive symptoms and loneliness and a risk increasing effect of cardiovascular morbidity on depressive symptoms. Limitations: A cross-lagged panel model has technical limitations, such as that the chosen time lag may not be appropriate for each effect. In addition, differential loss to follow-up and collider bias may have led to an underestimation of the effects. Conclusions: Reciprocal effects tend to occur only between depressive symptoms and loneliness. Their interplay with cardiovascular morbidity seems more complex and mostly indirect, highlighting the potential of interventions to reduce depressive symptoms, loneliness and cardiovascular morbidity in concert to improve health at old age.