This study aims to explore the associations between personality traits and depressive symptoms among Chinese adults and analyse the gender and age differences in the associations. A national representative sample of 28,628 adults aged 18 and above were selected from the 2018 China Family Panel Studies (CFPS) data. The short version of the Big Five Inventory (CBF-PI-15) and the Center for Epidemiologic Studies Depression (CES-D 8) were used to measure personality traits and depressive symptoms respectively. Binary logistic regression models were employed to analyse the associations between personality traits and depressive symptoms in the whole participants, different age groups and genders respectively. After adjustment, higher levels of conscientiousness, extraversion and agreeableness were related to lower level of depressive symptoms, while higher levels of openness and neuroticism were related to higher level of depressive symptoms (p < 0.05). A significant interaction between gender and conscientiousness on depressive symptoms was found (interaction p = 0.005), and the association between conscientiousness and depressive symptoms was stronger in males than females (p < 0.001). Significant interactions between age and conscientiousness (interaction p = 0.007), agreeableness (interaction p = 0.001) on depressive symptoms were found respectively. Moreover, the associations of conscientiousness and agreeableness with depressive symptoms were strongest among old group, followed by middle-aged group, and then young group (p < 0.05). In conclusion, conscientiousness, extraversion and agreeableness had negative associations with depressive symptoms, while openness and neuroticism had positive associations with depressive symptoms. The negative association between conscientiousness and depressive symptoms was stronger among males than females, and the negative associations of conscientiousness and agreeableness with depressive symptoms were strongest among old group, followed by middle-aged group, and then young group.