Objective: To explore the association between self-control and the co-occurrence of depressive symptoms and overweight or obesity from adolescence to early adulthood in the Chinese population, and to provide a scientific basis for personalized interventions targeting individuals with different risks in the future. Methods: From a prospective cohort study that lasted for 10 years: The China family panel studies (CFPS), a total of 608 children and adolescents meeting the following inclusion and exclusion criteria were included as study subjects: (1) Aged 10 to 19 years, at normal weight according to Chinese standards, and without depressive symptom in 2010; (2) Had self-control scores, and with at least two measurements of depressive symptoms and body mass index (BMI) between 2010 and 2020; (3) The only one or the youngest child and adolescent from each family. The co-occurrence of depressive symptoms and overweight or obesity was defined in three ways: Both of the average level of standardized scores of depressive symptoms and BMI Z-scores across multiple measurements over time were at a high level, or both of the trajectories of depressive symptoms and BMI over time based on the latent classification trajectory model (LCTM) belonging to the "risk-type", or individuals had depressive symptoms and overweight/obesity at the last follow-up survey. The multinomial Logistic regression model was used to examine the association between standardized scores of self-control and the co-occurrence of depressive symptoms and overweight or obesity. Results: The score of self-control was associated with the co-occurrence of depressive symptoms and overweight or obesity when using healthy individuals as the reference group after adjusting for age (years), gender (male/female), area (urban/rural), weekly physical activity duration (high/low), parental education level (college or above/high school or below), parental weight status (overweight or obese or not), and parental depressive symptoms (with depressive symptoms or not), regardless of the definition of the risk population. Specifically, the risk of co-occurrence of depressive symptoms and overweight or obesity was reduced by 33% (95%CI: 14% to 48%, based on the average level across multiple measurements over time) to 78% (95%CI: 6% to 95%, based on the joint trajectories of depressive symptoms and BMI over time) per 1-standard deviation (1-SD) increase in self-control score. In addition, the risk of depressive-symptom-dominant and overweight-or-obesity-dominant was reduced by 25% (95%CI: 4% to 42%, only based on the average level across multiple measurements over time) and 21% (95%CI: 1% to 37%, only based on the joint trajectories of depressive symptoms and BMI over time) per 1-SD increase in self-control score, respectively. The results from sensitivity analysis that defined individuals' weight status according to World Health Organization (WHO) standards were consistent with our main findings. Conclusion: Individuals with higher self-control scores from adolescence to early adulthood have a lower risk of co-occurrence of depressive symptoms and overweight or obesity, suggesting that personalized interventions for co-occurrence of depressive symptoms and overweight or obesity can be carried out based on self-control scores in the future.