Aim Spousal death is a significant event that becomes a turning point in an individual's life. Widowed persons experience new circumstances, which might induce depression. However, the effects of spousal death on depression can differ by sex and culture. Thus, the present study examined the association between depressive levels and experience of spousal death in Korean adults aged older than 45 years. Methods The data were from the Korean Longitudinal Study of Aging from 2010 to 2012. The analysis used frequency analysis to compare the distribution of demographic variables between men and women, and anova to compare 10‐item short‐form Center for Epidemiological Studies Depression Scale scores as the dependent variable among comparison groups. We also carried out linear mixed model analysis on the association between the 10‐item short‐form Center for Epidemiological Studies Depression Scale and experience of spousal death. Results Among 5481 respondents, 2735 were men and 2741 were women. The number of men and women who experienced spousal death were 43 (1.6%) and 181 (6.6%), respectively. Men had lower depressive levels than women when they had been married (men 2.99, women 3.64). Both men and women experiencing spousal death had significantly higher 10‐item short‐form Center for Epidemiological Studies Depression Scale scores than married men and women (men β = 0.911, P = 0.003; women β = 0.512, P = 0.001; ref: no experience of spousal death). Conclusions There was a significant association between experience of spousal death and depressive level for both men and women. We suggest that policy practitioners promote community programs that provide bereaved adults with easy access to meaningful social participation and support the minimum cost of living of the widowed. Geriatr Gerontol Int 2017; 17: 322–329.