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Purpose We used longitudinal data to clarify the association between self-report of hunger and subsequent depression risk among youth and young adults, accounting for other risk factors. Methods Youth self-report of ever experiencing hunger data were collected from cycles 4-6 of the National Longitudinal Survey of Children and Youth cohort of Canadian youth 16 years and older (n = 4139). Data on depressive symptoms (CES-D 12) were collected over three cycles (2004-2009, cycles 6-8). We used multivariable regression based on generalized estimating equations (GEE) to examine prior youth hunger on later depression risk, adjusting for time-stable, time-varying, and lagged variables (e.g., depressive symptoms in previous cycle), thereby clarifying the temporal relationship. Results The prevalence of youth hunger experience and depression risk reached 5.9 and 15.0%, respectively. The adjusted odds ratio of depression for participants reporting hunger was 2.31 (95% CI 1.54, 3.46) and changed little [2.17 (95% CI 1.29, 3.67)] after accounting for previous CES-D 12 scores, suggesting a temporal relationship in which hunger contributes to depression risk. Unlike never-hungry youth, depression in ever-hungry youth remained comparatively elevated over time. Conclusions Our models support an independent and temporal relationship between youth self-report of hunger and depression in adolescence and young adulthood.