Previous cross-sectional studies have utilized scales to explore potential indications of the moderating effect of resilience on the relationship between stressful life events (SLEs) and mental health. However, there remains a notable dearth of psychometrically driven models in longitudinal resilience research, especially concerning the prognosis of individuals with affective disorders and/or anxiety. This study aimed to investigate whether baseline resilience capacity, measured by the Connor-Davidson Resilience Scale, could mitigate the impact of SLEs on depressive symptoms assessed using the Beck Depression Inventory-II among 66 outpatients with depression and/or anxiety disorders during a follow-up period ranging from 4–8 years. Hierarchical linear regression analysis revealed that baseline resilience capacity significantly moderated the effect of SLEs on depressive symptoms at the end point, but neither SLEs nor baseline resilience capacity was significantly correlated with depressive symptoms at the end point after controlling for potential confounders. Patients with higher levels of baseline resilience capacity showed fewer depressive symptoms in response to SLEs. These findings underscore the potential of resilience capacity as a promising target for therapeutic interventions.