Background: Understanding the dynamic relationship between depressive symptoms and quality of life (QOL) is essential in improving long-term outcomes for patients with Major Depressive Disorder (MDD). While previous studies often relied on cross-sectional data, there is a pressing need for stronger evidence based on longitudinal data to better inform the development of effective clinical interventions. By focusing on key depressive symptoms, such interventions have the potential to ultimately enhance QOL in individuals with MDD. Methods: This multi-center prospective study, conducted between 2016 and 2020, enrolled outpatients and inpatients diagnosed with MDD across twelve psychiatric hospitals in China. Longitudinal data on Patient Health Questionnaire – 9 (PHQ-9) and Quality of Life Enjoyment and Satisfaction Questionnaire-Short Form (Q-LES-Q-SF) was analyzed using an Extended Bayesian Information Criterion (EBIC) graphical least absolute shrinkage and selection operator (gLASSO) network model to explore the connections between depressive symptom changes and QOL changes. Flow network was applied to investigate relationships between individual symptom changes and overall QOL score change, as well as daily functional independence. Results: This study included 818 participants with complete data after 8-week antidepressant treatment. Apart from the overlapping items from PHQ-9 and Q-LES-Q-SF, the three edges between “mood” (delta-QLES2) and “anhedonia” (delta-DEP1), between “physical health” (delta-QLES1) and “sleep problems” (delta-DEP3), and between “physical health” (delta-QLES1) and “sad mood” (delta-DEP2) were the most strong bridges between the cluster of depressive symptoms alleviation and the cluster of QOL change. “Anhedonia” (delta-DEP1), “sad mood” (delta-DEP2) and “loss of energy” (delta-DEP4) had the highest bridge strength between the alleviations of depressive symptoms and the total score change of Q-LES-Q-SF. Anhedonia had the greatest connection with participants’ satisfaction with function in daily life. Conclusion: This study highlighted the potential for developing highly effective interventions by targeting on central symptoms, thereby to ultimately improve QOL for patients with MDD.