Objective The aim of this study was to explore the associations between incidence of depression and dietary intakes of foods and fatty acids in adult Australians. Methods Data from the 1995 Australian National Nutrition Survey (NNS), the 1995 Australian National Health Survey (NHS) and an updated fatty acid database were merged and the 24-h fatty acid intakes were calculated for the 10 986 adult participants ages 18 to 79 y in the 1995 NNS. The merged data set was used to run a logistic regression with depression as the response variable and the food groups and calculated fatty acid values, age, and sex as predictors. Results The regression model indicated that increased intakes per kilojoule of meat, poultry, and game; vegetables; and eicosapentaenoic acid (EPA) are associated with lower odds of having depression, whereas increased intakes of non-alcoholic beverages, milk products and dishes, and docosapentaenoic acid (DPA) are associated with an increase in the odds of having depression. The results confirm a collective effect of diet on mood. Although other studies have shown that fish consumption is associated with lower odds of depression, this study showed lower odds of depression with high meat consumption, possibly reflecting the fact that Australians consume six times more meat than fish. Conclusion Significant associations between food and mood identified in this study warrant further research to determine causality.