Social isolation and depression are tightly linked and can reinforce each other in a vicious cycle. Yet, the antecedents of this complex cycle are not well understood. To date, little is known about how the dynamics of social isolation in daily life (i.e., solitude) play a role in this cycle. To investigate these complex dynamics, we introduce the concept of solitude inertia, which captures individuals' tendencies to remain in social states of solitude. We argue that, although short-term solitude can have both positive and negative effects on individuals' depressive symptoms, prolonged states of solitude (i.e., high solitude inertia) are detrimental. At the same time, individuals with depression might be more vulnerable to "get stuck" in solitude. In this study, we tease apart the bidirectional relationship between solitude inertia and depressive symptoms. We use data from the MindMaastricht study in which 129 individuals with residual depressive symptoms participated in two experience sampling assessments phases (T1 and T2) that were 8 weeks apart (Nobs = 11,558). Using logistic multilevel models, we find that higher levels of depressive symptoms are related to higher solitude inertia. We further show that depressive symptoms at T1 are not predictive of solitude inertia at T2. However, solitude inertia at T1 was predictive of depressive symptoms eight weeks later (T2) in a linear regression analysis. This study introduces and highlights the role of solitude inertia as a potential intervention target in social isolation and depression dynamics.