A longitudinal three-wave study among a large representative sample of 1519 employees of various companies in The Netherlands examined how organizational justice (as measured by distributive and procedural justice) was related to depressive symptoms and sickness absence. It was predicted that perceived justice would contribute to lower depressive symptoms and sickness absence, whereas depressive symptoms and absenteeism in turn would contribute to lower perceptions of organizational justice. In line with the predictions, we found that both distributive and procedural justice contributed to lower depressive symptoms, and distributive justice contributed to lower sickness absence in the following year. With regard to reversed effects, sickness absence contributed to lower perceptions of distributive justice to some extent. Moreover, sickness absence was related to higher depressive symptoms a year later. This research shows the importance of justice in organizations as a means to enhance the wellbeing of people at work and to prevent absenteeism.