The role of diet in depression is becoming increasingly acknowledged. This umbrella review aimed to summarize comprehensively the current evidence reporting the effects of dietary factors on the prevention and treatment of depression. PubMed, Embase, and the Cochrane Library were searched up to June 2021 to identify relevant meta-analyses of prospective studies. Twenty-eight meta-analyses, with 40 summary estimates on dietary patterns (n = 8), food and beverages (n = 19), and nutrients (n = 13) were eligible. The methodological quality of most meta-analyses was low (50.0%) or very low (25.0%). Quality of evidence was moderate for inverse associations for depression incidence with healthy diet [risk ratio (RR): 0.74, 95% confidential interval (CI), 0.48–0.99, I2 = 89.8%], fish (RR: 0.88, 95% CI, 0.79–0.97, I2 = 0.0%), coffee (RR: 0.89, 95% CI, 0.84–0.94, I2 = 32.9%), dietary zinc (RR: 0.66, 95% CI 0.50–0.82, I2 = 13.9%), light to moderate alcohol (<40 g/day, RR: 0.77, 95% CI, 0.74–0.83, I2 = 20.5%), as well as for positive association with sugar-sweetened beverages (RR: 1.05, 95% CI, 1.01–1.09, I2 = 0.0%). For depression treatment, moderate-quality evidence was identified for the effects of probiotic [standardized mean difference (SMD): −0.31, 95% CI, −0.56 to −0.07, I2 = 48.2%], omega-3 polyunsaturated fatty acid (SMD: −0.28, 95% CI, −0.47 to −0.09, I2 = 75.0%) and acetyl-l-carnitine (SMD: −1.10, 95% CI, −1.65 to −0.56, I2 = 86.0%) supplementations. Overall, the associations between dietary factors and depression had been extensively evaluated, but none of them were rated as high quality of evidence, suggesting further studies are likely to change the summary estimates. Thus, more well-designed research investigating more detailed dietary factors in association with depression is warranted.