There has been substantial research undertaken on the role of a health-promoting diet in depression. Yet, the evidence of the relationship between the Nordic diet and the risk of depression is scarce. This cross-sectional study aimed to assess whether a healthy Nordic diet is associated with depressive symptoms. In total, 2603 men aged 42–60 years from the Kuopio Ischaemic Heart Disease Risk Factor Study were included. Diet quality was evaluated with a healthy Nordic diet score derived from the 4-day food diaries and depressive symptoms with the self-reported Human Population Laboratory (HPL) depression scale. Quade ANCOVA was used to examine the mean values of HPL scores in quartiles of a healthy Nordic diet score. Participants’ mean age was 53 years and BMI 26·8 kg/m2; 31·7 % were current smokers, and 86·9 % were married or living as a couple. The mean healthy Nordic diet score was 12·8 (sd 4·0, range 2–25), and the mean HPL depression score was 1·9 (sd 2·1, range 0–13). The findings suggested that lower adherence to a healthy Nordic diet was associated with higher HPL depression scores after adjusting for age, examination year, daily energy intake, leisure-time physical activity, adulthood socio-economic status, smoking and marital status (extreme quartile difference: 0·33 points, 95 % CI 0·10, 0·56, P for trend across the quartiles = 0·003). The results support the hypothesis that a lower-quality diet increases the odds of having depressive symptoms. However, prospective studies are needed to confirm the association.