Earlier cross-sectional research showed that a higher level of mindful eating is associated with less depression. This study investigated associations of attentive mindful eating with change in depressive symptoms, as well as mediation by psychological eating styles, in the Longitudinal Aging Study Amsterdam (n = 946). The mindful eating domains Focused Eating, Eating in response to Hunger and Satiety Cues, Eating with Awareness and Eating without Distraction were measured by the Mindful Eating Behavior Scale. Three-year change in depressive symptoms was measured with the Center for Epidemiologic Studies Depression Scale. Emotional, external and restrained eating were measured by the 20-item version of the Dutch Eating Behaviour Questionnaire. Higher baseline scores on Focused Eating, Eating with Awareness and Eating without Distraction were associated with a 3-year decrease in depressive symptoms. Eating in response to Hunger and Satiety Cues was not associated with a change in depressive symptoms. Multiple mediation models showed mediation by external eating for the domains Eating with Awareness, Eating without Distraction, and Eating in response to Hunger and Satiety Cues, but no mediation by emotional and restrained eating. No mediation by the eating styles was found for Focused Eating. In this study, higher scores on three mindful eating domains were associated with a decrease in depressive symptoms. Mediation analyses suggest that three domains are associated with depression through external eating.