ObjectiveThis study aimed to explore the causal effects of physical disability and number of comorbid chronic diseases on depressive symptoms in an elderly Chinese population.Design, setting and analysisCross-sectional, baseline data were obtained from the China Longitudinal Ageing Social Survey, a stratified, multistage, probabilistic sampling survey conducted in 2014 that covers 28 of 31 provincial areas in China. The causal effects of physical disability and number of comorbid chronic diseases on depressive symptoms were analysed using the conditional average treatment effect method of machine learning. The causal effects model’s adjustment was made for age, gender, residence, marital status, educational level, ethnicity, wealth quantile and other factors.OutcomeAssessment of the causal effects of physical disability and number of comorbid chronic diseases on depressive symptoms.Participants7496 subjects who were 60 years of age or older and who answered the questions on depressive symptoms and other independent variables of interest in a survey conducted in 2014 were included in this study.ResultsPhysical disability and number of comorbid chronic diseases had causal effects on depressive symptoms. Among the subjects who had one or more functional limitations, the probability of depressive symptoms increased by 22% (95% CI 19% to 24%). For the subjects who had one chronic disease and those who had two or more chronic diseases, the possibility of depressive symptoms increased by 13% (95% CI 10% to 15%) and 20% (95% CI 18% to 22%), respectively.ConclusionThis study provides evidence that the presence of one or more functional limitations affects the occurrence of depressive symptoms among elderly people. The findings of our study are of value in developing programmes that are designed to identify elderly individuals who have physical disabilities or comorbid chronic diseases to provide early intervention.