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The present study was aimed at exploring the prevalence and factors associated with depressive symptoms among left-behind women in China. A sample of 938 participants (439 left-behind women and 499 non-left-behind women) was surveyed with self-rating questionnaire. The scores of depressive symptoms were higher in the left-behind women; and the overall prevalence of depressive symptoms was 34.54% for all participants and 46.69% for the left-behind women (mild, 40.77%; moderate/major, 5.92%). The status of left-behind is an independent risk factor of depressive symptoms in rural women. The multinomial logistic regression in the left-behind women indicated age, religious belief, annual individual income, impulsiveness, and active coping were associated with mild depressive symptoms; whereas age, religious belief, domestic violence, and active coping were associated with moderate/major depressive symptoms. Results suggest that depressive symptoms were prevalent among the left-behind women. The findings should be considered for the psychological intervention in the left-behind women.