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Description: Concurrent and temporal associations between self-esteem, social interaction, and sadness and lack of pleasure (the two core symptoms of depression) were investigated during daily life. Two independent Ecological Momentary Assessment studies (Dataset 1: N = 69, Mean age = 21 years, 80% female; Dataset 2: N = 790, Mean age = 39 years, 84% female) were used in which self-esteem, sadness, pleasure, social interaction quantity (Dataset 1) and social interaction appraisal (Dataset 2) were measured three times a day during thirty days. A Dynamic Structural Equation Model (DSEM) estimated concurrent and temporal associations simultaneously. Significant concurrent associations were found between self-esteem, sadness, pleasure, time spent talking, time spent alone, and the desire to be alone when in social company. Only the concurrent associations between sadness and time spent talking / time spent alone did not reach the smallest effect of interest (β = 0.10). Pleasure showed stronger concurrent associations with self-esteem and social interaction variables than sadness. With respect to temporal associations, only the temporal association from pleasure to self-esteem was equal to our smallest effect size of interest (β = 0.10). On the one hand, our findings suggest an interplay between concurrent self-esteem, pleasure, sadness and social experiences, but, on the other hand, suggest few associations over six-hour measurement intervals. Future research may test temporal associations between social interaction, self-esteem, and depression across different time intervals.