Objective: To prospectively evaluate depressive symptoms, nutritional status, and quality of life (QoL) and search for possible associations in patients with end-stage renal disease undergoing hemodialysis. Methods: A cohort study of 104 adult patients with end-stage renal disease undergoing hemodialysis was conducted. Anthropometric, clinical, and biochemical variables were evaluated after a midweek hemodialysis session. The participants' body composition was assessed by direct segmental multi-frequency bioimpedance analysis. The WHOQOL-Bref questionnaire was used to evaluate QoL. Participants were separated into two groups - depressive symptoms and no depressive symptoms - at inclusion and evaluated annually for 2 years thereafter using the Beck Depression Inventory. Survival analysis used the Kaplan-Meier method and Cox regression analysis for the goodness of fit of associated factors. All-cause mortality was the outcome of interest. Results: Participants' mean age was 55.3±15.6 years, 60% were male, and the median time on hemodialysis was 17.5 (8.0-36.8) months. Thirty-two patients had depressive symptoms and a significantly lower QoL compared with the 72 patients in the no depressive symptoms group. The fitted outcome model showed that lean body mass had a protective effect against all-cause mortality (hazard ratio [HR] = 0.89; 95%CI 0.80-0.99; p = 0.038). Conclusion: Depressive symptoms were highly prevalent in the cohort, and correlated with the physical and psychological components of the QoL life questionnaire, as well as with C-reactive protein and phosphorus levels. Lean body mass was protective for the assessed outcome.