Fatigue is considered an important indicator of aging-related declines in health and functional abilities. Previous studies have indicated strong associations between fatigue and depressive symptoms among younger populations and in patient groups with specific diseases. However, it is not known how different measures of fatigue are associated with depressive symptoms among general older populations. The purpose of this study is to describe the prevalence of depressive symptoms among community-dwelling older adults reporting mobility-related or general feelings fatigue. The study population consisted of 75-year-old community-living individuals (n = 561). Both, mobility-related and general fatigue, were associated in a stepwise relationship with depressive symptoms: a higher level of fatigue was related to higher level of depressive symptoms. Especially major general fatigue was strongly associated with high level of depressive symptoms. It is important for professionals of the field to be aware of the associations between different measures of fatigue and depressive symptoms.