Several theories suggest that self-focused attention plays an important role in the maintenance of depression. However, previous studies have predominantly relied on self-report and laboratory-based measures such as sentence completion tasks to assess individual differences in self-focus. We present a prospective, longitudinal study based on a sample of 29 inpatients with clinical depression, investigating whether an implicit, behavioural measure of self-focused attention, i.e., the relative frequency of first-person singular pronouns in naturally spoken language, predicts depressive symptoms at follow-up over and above initial depression. We did not find a significant cross-sectional association between depressive symptoms and first-person singular pronoun use. However, first-person singular pronoun use significantly predicted depressive symptoms approximately 8 months later, even after controlling for depressive symptoms at baseline or discharge. Exploratory analyses revealed that this effect was mainly driven by the use of objective and possessive self-references such as 'me' or 'my'. Our findings are in line with theories that highlight individual differences in self-focused attention as a predictor of the course of depression. Moreover, our findings extend previous work in this field by adopting an unobtrusive approach of non-reactive assessment, capturing naturally occurring differences in self-focused attention. We discuss possible clinical applications of language-based assessments and interventions with regard to self-focus. Copyright © 2016 John Wiley & Sons, Ltd.