Background Depression is a common disease and the relapse of depression can cause functional impairment. Good medication adherence and relapse prevention should be targeted to achieve normal functioning. This study aimed to evaluate the levels of knowledge, attitude toward depression, and medication adherence among individuals with depression. Methods A cross-sectional study surveyed Thai individuals with depression at the psychiatric outpatient clinic of Songklanagarind Hospital; from April to August 2022. The questionnaires inquired about:1) demographic information, 2) knowledge and attitude toward depression questionnaire, 3) the medication adherence scale in Thais (MAST), 4) the Patient Health Questionnaire-9 (PHQ-9), 5) the stigma questionnaire, 6) a patient-doctor relationship questionnaire (PDRQ-9), and 7) the Revised Thai Multidimensional Scale of Perceived Social Support (rMSPSS). All data were analyzed using descriptive statistics. Chi-square or Fisher’s exact test, and Wilcoxon rank sum test were used. Results Of all 264 participants, the majority of them were female (78.4%). The overall mean age was 42.3 ± 18.3 years. Most participants had good knowledge and a positive attitude regarding any relationship problems, childhood trauma or bad memories, or having a chemical imbalance in the brain as one of the main causes that result in depression (86.4, 82.6, 77.3%, respectively). They disagreed with common stereotypical assumptions towards individuals with depression. Most of them had good medication adherence (97.0%), low or no level of stigma (92.5%), high perceived social support from family (64.4%), and good doctor-patient relationships (82.2%). Due to most participants reporting having good medication adherence, then an attempt to indicate the factors associated with medication adherence could not be established in this study. This study found that individuals reporting residual symptoms of depression had higher levels of knowledge and perceived stigma, but lower levels of family support compared to those without residual symptoms. Conclusion Most participants reported good knowledge and a positive attitude toward depression. They exhibited good medication adherence, a low level of stigma, and a high level of social support. This study revealed a correlation between the presence of residual symptoms of depression and increased levels of knowledge, perceived stigma, and reduced family support.