Although commuting provides an opportunity for incorporating physical activity into daily routines, little is known about the effect of active commuting upon depressive symptoms. This study aimed to determine whether changes in commute mode are associated with differences in the severity of depressive symptoms in working adults. Commuters were selected from the UK Biobank cohort if they completed ≥2 assessment centre visits between 2006 and 2016. Modes of travel to work were self-reported at each visit. Participants were categorised as 'inactive' (car only) or 'active' commuters (any other mode(s), including walking, cycling and public transport). Transitions between categories were defined between pairs of visits. The severity of depressive symptoms was defined using the two-item Patient Health Questionnaire (PHQ-2). Scores were derived between zero and six. Higher values indicate more severe symptoms. Separate analyses were conducted in commuters who were asymptomatic (zero score) and symptomatic (non-zero score) at baseline. The analytical sample comprised 5474 participants aged 40-75 at baseline with a mean follow-up of 4.65 years. Asymptomatic commuters who transitioned from inactive to active commuting reported less severe symptoms at follow-up than those who remained inactive (β -0.10, 95% CI [-0.20, 0.00]; N = 3145). A similar but non-significant relationship is evident among commuters with pre-existing symptoms (β -0.60, 95% CI [-1.27, 0.08]; N = 1078). After adjusting for transition category, longer commutes at baseline were associated with worse depressive symptoms at follow-up among symptomatic participants. Shifting from exclusive car use towards more active commuting may help prevent and attenuate depressive symptoms in working adults.