Abstract Background Major depressive disorder (MDD) is the most prevalent mental health disorder globally. However, the association between depressive symptom trajectories in the early period and subsequent mental health outcomes remains not fully elucidated. This study aimed to delineate the depressive symptom trajectories during the initial phase of treatment, identify baseline characteristics associated with these trajectories, and explore the association of trajectories with subsequent quality of life and suicidal ideation. Methods Participants were from the Depression Cohort in China. The diagnosis of MDD was assessed using the Mini-International Neuropsychiatric Interview (M.I.N.I.). Information on depressive symptom severity, quality of life, suicidal ideation and other demographics were collected. Latent class trajectory modeling was used to identify distinct classes of depressive symptom trajectories. Results A total of 566 patients with MDD were included, and we identified 3 categories with differential trajectories characterized by improving class (66.7%), moderate decreasing class (27.7%), and persistent high class (5.6%). Compared to the improving class, severer anxiety and depressive symptoms at baseline increased the odds of belonging to the moderate decreasing class and persistent high class. Both moderate decreasing class and persistent high class were associated with increased risks of subsequent diminished quality of life. Additionally, only persistent high class was associated with a higher risk of subsequent suicidal ideation. Conclusion Severe baseline anxiety and depressive symptoms identify a subpopulation of persons living with MDD who evince a greater likelihood of symptom worsening over time as well as greater decrements in quality of life and worsening measures of suicidality.