The experience of widowhood and that of living alone are significant life events that are strongly associated with depressive symptoms in older adults. Nevertheless, few studies have examined the relationship between widowhood, living alone, and depressive symptoms among Chinese older adults, particularly with regard to the duration of widowhood. This study included 4,644 older adults aged 65 and above from the 2015, 2018, and 2020 China Health and Retirement Longitudinal Study (CHARLS). Linear regression models were used to examine the relationship between widowhood, living alone, and depressive symptoms. Unlike previous studies, our findings indicate that living alone instead played a buffering effect on the relationship between widowhood and depression among urban older adults, especially for short-term and long-term widowhood. However, this result did not appear in the rural sample. Our study highlights the significance of considering the role of living alone in the relationship between widowhood and depressive symptoms in older adults, as well as the need to distinguish between residence and duration of widowhood.