Background: Frailty, cognitive impairment, and depressive symptoms are closely interrelated conditions in the aging population. However, limited research has longitudinally analyzed the concurrent trajectories of these three prominent conditions in older adults in China. This study aimed to explore the eight-year trajectories of frailty, cognitive impairment, and depressive symptoms, and to identify individual-level and structural-level factors associated with the trajectories.

Methods: Four waves of data from the China Health and Retirement Longitudinal Study (2011-2018) were used to identify 6,106 eligible older adults. The main measures included frailty by the frailty index constructed using 30 indicators, cognitive impairment by the summary score of immediate and delayed word recall, figure drawing, serial subtraction, and orientation, and depressive symptoms by the Center for Epidemiologic Studies Depression Scale. Multi-trajectory models identified the trajectories of frailty, cognitive impairment, and depressive symptoms over time. Multinomial logistic regression was employed to estimate the associations between individual-level capital factors and one structural factor (hukou and geographic residency) with the identified trajectories, adjusting for demographic characteristics.

Results: Four trajectories emerged: (1) worsening frailty, worsening cognitive impairment, depression (14.0%); (2) declining pre-frailty, declining cognition, borderline depression (20.0%); (3) pre-frailty, worsening cognitive impairment, no depression (29.3%); and (4) physically robust, declining cognition, no depression (36.7%). Using the "physically robust, declining cognition, no depression" as the reference, not working, no social activity participant, worse childhood family financial situation, and poorer adult health were most strongly associated with the "worsening frailty, worsening cognitive impairment, depression" trajectory; worse health during childhood had the highest association with the "declining pre-frailty, declining cognition, borderline depression" trajectory; less education, lower household consumption, and rural hukou had the greatest association with the increased likelihood of the "pre-frailty, worsening cognitive impairment, no depression" trajectory.

Conclusions: Findings could inform the understanding of the interrelationship of frailty, cognitive impairment, and depressive symptoms in older adults in China and may help practitioners detect adults at risk for adverse trajectories to implement strategies for proper care.