In adult congenital heart disease (ACHD), major depressive disorder (MDD) represents a frequent comorbidity. In non-CHD, adverse outcome is predicted by MDD and heart rate variability (HRV), whereas in ACHD their prognostic relevance is unknown. We prospectively evaluated 171 patients (age 35.6 ± 11.4 years; male 42.7%, mean observation time 54.7 ± 14.9 months). Binary regression analysis calculated the association between MDD and HRV. Cox proportional survival analysis estimated their impact on decompensated heart failure and all-cause mortality (HF/death), supraventricular and ventricular tachycardia (SVT/VT), and hospitalization due to unexpected cardiac causes. Exclusively MDD with moderate/severe symptoms showed significantly lower HRV as derived from frequency-domain analysis (Symindex) (p = 0.013). In multivariate Cox regression analysis, patients stratified according to the lower quartile of the Symindex comorbid with MDD (n = 16) exhibited poorer prognosis regarding HF/death (Hazard Ratio (HR): 7.04 (95%CI:(1.87-26.5)), SVT/VT (HR: 4.90 (95%CI:1.74-9.25)) and hospitalization (HR: 3.80 (95%CI:1.36-10.6)). An additional independent predictor was N-terminal pro-B-type natriuretic peptide elevation (p < 0.001), indicating advanced HF and heart disease complexity (p < 0.001). Autonomic nervous system dysfunction measured by altered HRV is considered to be one of the pathways linking MDD and adverse outcomes in cardiac diseases. Our results exceed the existing literature by demonstrating that MDD with decreased HRV is associated with poorer prognosis in ACHD.