Background Depression predicts poor prognosis in patients with myocardial infarction (MI). However, individual depressive symptoms may have different prognostic value, and age and sex could be important effect modifiers. This study compared the prognostic value of individual depressive symptoms across age and sex subgroups in post-MI patients. Methods Individual patient-data were compiled for 6673 post-MI patients from seven studies. Depressive symptoms were measured with 10 items of the Beck Depression Inventory (BDI10). The endpoint was all-cause mortality (mean=3.8 years). Multilevel multivariable Cox regression analysis was used to estimate the mortality risk across age groups (≤55, 56–69 and ≥70 years) and sex for symptoms that potentially interacted with age and sex. Results At follow-up, 995 (15%) post-MI patients had died. BDI10 depression scores were associated with an increased mortality risk (HR:1.20;95%CI:1.11–1.28,p<.001). Negative self-image (HR:1.53;1.06–2.21;p=.022) and indecisiveness (HR:1.53;1.15–2.04;p=.003) were associated with increased mortality in men <55. Dissatisfaction was associated with increased mortality in men aged 56–69 (HR:1.35;1.07–1.71;p=. 011), and dissatisfaction (HR:1.34;1.10–1.63;p=.003) and fatigue (HR:1.45;1.20–1.74;p<.001) in men >70. Fatigue was associated with mortality in women aged 56–69 (HR:1.54;1.09–2.15;p=.012), and suicidal ideation in women aged >70 (HR:1.58;1.03–2.43;p=.037). Left-ventricular ejection fraction (LVEF) accounted for much of the associations in men ≤55 years and women ≥70 years. Limitations: Findings are sample-specific and need replication in future research; BDI10 items were derived from the original BDI assessment. Conclusions There is large heterogeneity in the prognostic value of individual depressive symptoms in post-MI patients across sex and age subgroups. LVEF partially explained the depression-prognosis association in specific subgroups.