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Background: Evidence suggests that people with disabilities are more likely to suffer from depression. Previous studies have focused on depressive disorders in specific disability types or age groups using small-scale cross-sectional samples. We investigated longitudinal trends in the prevalence and incidence of depressive disorders according to disability types and severity levels in the entire Korean adult population. Methods: The age-standardised prevalence and incidence of depressive disorders were investigated using National Health Insurance claims data from 2006 to 2017. The odds of depressive disorders by type and severity were examined using logistic regression after adjusting for sociodemographic characteristics and comorbidities based on merged 2006 to 2017 data. Results: Both the incidence and prevalence of depressive disorders were higher among the disabled than the non-disabled, with the prevalence gap being larger than the incidence gap. In regression analyses, adjusting for sociodemographic characteristics and comorbidities considerably reduced the odds ratios, particularly for incidence. The severity of disabilities was inversely associated with the incidence of depressive disorders. Brain injury and disabilities in major internal organs were associated with lower odds of developing depressive disorders than in non-disabled individuals. Conclusions: A significant proportion of depressive disorders in disabled individuals are caused by financial hardships or comorbidities rather than disabilities themselves. We must pay special attention to those who cannot access healthcare services due to severe disabilities and those whose depressive disorders are misdiagnosed as intellectual disabilities. More research is required to elucidate the causal mechanisms underlying depressive disorders in people with various types and severities of disabilities.