This study investigates the bidirectional relationship between Activities of Daily Living (ADL) disability and depressive symptoms (DS) among middle-aged and older adults in China, utilizing data from the China Health and Retirement Longitudinal Study (CHARLS) from 2015 to 2018. A total of 8994 participants were analyzed to assess the impact of ADL on the risk of depressive symptoms, while 9673 participants were included to examine the influence of depressive symptoms on the risk of ADL disability. Cox proportional hazards regression models were employed to evaluate these relationships, adjusting for sociodemographic, lifestyle, and health-related covariates. Results revealed that ADL disability significantly increased the risk of depressive symptoms (HR = 1.090, 95% CI 1.058-1.123), and depressive symptoms were associated with a higher risk of ADL disability (HR = 1.033, 95% CI 1.025-1.042). Subgroup analyses demonstrated that factors such as education level, social activity, and disability significantly modified the relationship between ADL and depressive symptoms, while age, marital status, and pain influenced the association between depressive symptoms and ADL. Sensitivity analyses confirmed the robustness of these findings. This study highlights the complex interplay between ADL and depressive symptoms, emphasizing the need for targeted interventions to mitigate the risk of depression and improve functional independence in aging populations.