Background: The potential effect of Non-Steroidal Anti-Inflammatory Drugs (NSAIDs) to prevent depression remains largely unknown, in spite of the implication of inflammation in depression. This study aimed to investigate whether the habitual intake of aspirin and other NSAIDs was prospectively associated with a reduction in the observed incidence of depression. Methods: A dynamic cohort including 22,564 Spanish university graduates (mean age: 37 years) initially free of depression was followed during an average of 8.7 years. Exposure to NSAIDs was assessed with specific repeated questionnaires throughout follow-up, starting in the 2-year follow-up questionnaire. Incident cases of depression were defined as either a new validated medical diagnosis of depression or reporting the initiation of habitual use of antidepressants. Results: We identified 772 incident cases of depression. Regular intake of aspirin and other NSAIDs was not associated with depression risk. Only in secondary sensitivity analyses using a definition of the outcome with higher specificity (a validated medical diagnosis of depression), an inverse association of aspirin with depression was found [HR (95%CI): 0.20 (0.04-0.87)]. However, these results were non-significant after adjustment for multiple testing. Limitations: A possible underestimation of incident depression and a limited ability to detect all possible residual confounding. Conclusions: Regular use of NSAIDs was not associated with the incidence of depression. Further longitudinal controlled studies are necessary to clarify a potential role of aspirin use in depression risk.