Background Physical frailty and depressive symptoms are reciprocally related in community-based studies, but its prognostic impact on depressive disorder remains unknown. Methods A cohort of 378 older persons (≥ 60 years) suffering from a depressive disorder (DSM-IV criteria) was reassessed at two-year follow-up. Depressive symptom severity was assessed every six months with the Inventory of Depressive Symptomatology, including a mood, motivational, and somatic subscale. Frailty was assessed according to the physical frailty phenotype at the baseline examination. Results For each additional frailty component, the odds of non-remission was 1.24 [95% CI = 1.01–1.52] (P = 040). Linear mixed models showed that only improvement of the motivational (P < 001) subscale and the somatic subscale (P = 003) of the IDS over time were dependent on the frailty severity. Conclusions Physical frailty negatively impacts the course of late-life depression. Since only improvement of mood symptoms was independent of frailty severity, one may hypothesize that frailty and residual depression are easily mixed-up in psychiatric treatment.