A growing body of research suggests that a lack of social connectedness is strongly related to current depression and increases vulnerability to future depression. However, few studies speak to the potential benefits of fostering social connectedness among persons already depressed or to the protective properties of this for future depression trajectories. We suggest that this may be in part because connectedness tends to be understood in terms of (difficult to establish) ties to specific individuals rather than ties to social groups. The current study addresses these issues by using population data to demonstrate that the number of groups that a person belongs to is a strong predictor of subsequent depression (such that fewer groups predicts more depression), and that the unfolding benefits of social group memberships are stronger among individuals who are depressed than among those who are non-depressed. These analyses control for initial group memberships, initial depression, age, gender, socioeconomic status, subjective health status, relationship status and ethnicity, and were examined both proximally (across 2 years, N=5055) and distally (across 4 years, N=4087). Depressed respondents with no group memberships who joined one group reduced their risk of depression relapse by 24%; if they joined three groups their risk of relapse reduced by 63%. Together this evidence suggests that membership of social groups is both protective against developing depression and curative of existing depression. The implications of these results for public health and primary health interventions are discussed.