Background: Depression has been associated with decreased regional grey matter volume, which might partly be explained by an unhealthier lifestyle in depressed individuals which has been ignored by most earlier studies. Also, the longitudinal nature of depression, lifestyle and brain structure associations is largely unknown. This study investigates the relationship of depression and lifestyle with brain structure cross-sectionally and longitudinally over up to 9 years. Methods: We used longitudinal structural MRI data of persons with depression and/or anxiety disorders and controls (Nunique participants = 347, Nobservations = 609). Cortical thickness of medial orbitofrontal cortex (mOFC), rostral anterior cingulate cortex (rACC) and hippocampal volume were derived using FreeSurfer. Using Generalized Estimating Equations, we investigated associations of depression and lifestyle (Body mass index (BMI), smoking, alcohol consumption, physical activity and sleep duration) with brain structure and change in brain structure over 2 (n = 179) and 9 years (n = 82). Results: Depression status (B = -.053, p = .002) and severity (B = -.002, p = .002) were negatively associated with rACC thickness. mOFC thickness was negatively associated with BMI (B = -.004, p < .001) and positively with moderate alcohol consumption (B = .030, p = .009). All associations were independent of each other. No associations were observed between (change in) depression, disease burden or lifestyle factors with brain change over time. Conclusions: Depressive symptoms and diagnosis were independently associated with thinner rACC, BMI with thinner mOFC, and moderate alcohol consumption with thicker mOFC. No longitudinal associations were observed, suggesting that regional grey matter alterations are a long-term consequence or vulnerability indicator for depression but not dynamically or progressively related to depression course trajectory.