Previous studies have shown the correlation be-tween sensor data collected from mobile phones and human depression states. Compared to the traditional self-assessment questionnaires, the passive data collected from mobile phones is easier to access and less time-consuming. In particular, passive mobile phone data can be collected on a flexible time interval, thus detecting moment-by-moment psychological changes and helping achieve earlier interventions. Moreover, while previous studies mainly focused on depression diagnosis using mobile phone data, depression forecasting has not received sufficient attention. In this work, we extract four types of passive features from mobile phone data, including phone call, phone usage, user activity, and GPS features. We implement a long short-term memory (LSTM) network in a subject-independent 10-fold cross-validation setup to model both a diagnostic and a forecasting tasks. Experimental results show that the forecasting task achieves comparable results with the diagnostic task, which indicates the possibility of forecasting depression from mobile phone sensor data. Our model achieves an accuracy of 77.0 % for major depression forecasting (binary), an accuracy of 53.7 % for depression severity forecasting (5 classes), and a best RMSE score of 4.094 (PHQ-9, range from 0 to 27).