Background: Associations between physical health and depression are consistent across cultures among adults up to 65 years of age. In later life, the impact of physical health on depression is much more substantial and may depend on sociocultural factors. Aims: To examine cross-national differences in the association between physical health and depressive symptoms in elderly people across western Europe. Method: Fourteen community-based studies on depression in later life in nine western European countries contributed to a total study sample of 22 570 respondents aged 65 years and older. Measures were harmonised for depressive symptoms (EURO-D scale), functional limitations and chronic physical conditions. Results: In the majority of the participating samples, the association of depressive symptoms with functional disability was stronger than with chronic physical conditions. Associations were slightly more pronounced in the UK and Ireland. Conclusions: The association between physical health and depressive symptoms in later life is consistent across western Europe.