Background Mental health challenges are encountered by frail older adults as the population ages. The extant literature is scant regarding the correlation between depressive symptoms and social participation among frail older adults. Methods This study is based on an analysis of data from China Health and Retirement Longitudinal Study (CHARLS) participants aged 60 and older who are frail. A frailty index (FI) was developed for the purpose of assessing the frailty level of the participants. Additionally, latent class analysis (LCA) was employed to classify the participants’ social engagement patterns in 2015 and 2018. The study used ordered logistic regression to examine the relationship between social participation type and depressive symptoms. We also used Latent Transition Analysis (LTA) methods to explore the impact of changes in social activity types on depressive symptoms after three years of follow-up in 2018. In addition, the response surface analysis (RSM) investigation explored the relationship among FI, depression, and social participation. Results A total of 4,384 participants completed the baseline survey; three years later, 3,483 were included in the follow-up cohort. The baseline survey indicates that female older adults in rural areas who are single, have lower incomes, shorter sleep durations, and lighter weights exhibited more severe depressive symptoms. Social participation patterns were categorized into five subgroups by LCA. The findings indicate that individuals classified as “board game enthusiasts” (OR, 0.62; 95% CI, 0.47-0.82) and those as “extensive social interaction” (OR,0.67; 95% CI, 0.49-0.90) have a significantly lower likelihood of developing depressive symptoms compared to the “socially isolated” group. We also discovered that “socially isolated” baseline participants who transitioned to the “helpful individual” group after three years had significantly greater depressed symptoms (OR, 1.56; 95% CI, 1.00-2.44). More social activity types and less FI are linked to lower depression in our study. Conclusion The results of the study emphasize the importance of social participation patterns and the number of social participation types in relation to the severity of depression among frail older adults individuals. This study’s findings may provide important insights for addressing depressive symptoms in frail older adults person.