Introduction: Depression is currently the most prevalent mental illness in the world. It is a very frequent geriatric syndrome that causes a high degree of disability and increases mortality in the elderly population. This mental disorder is a social and public health problem that alters the quality of life (Qol) of the patient. Physical strength work has been reported to improve the clinical picture of people with depression. Objective. To determine the relationship between lower body strength, health-related quality of life (HRQoL), depression status and body mass index (BMI) in older women with depression. Design: A cross-sectional descriptive study with 685 elder women with depression. Results: A mild direct correlation (Rho = −0.29; p ≤ 0.001) between stand-ip test and EQ-5D-3L test was shown. There is a mild inverse correlation between stand-up test and six of fifteen items of the Geriatric Depression Scale (GDS) (Rho item 1 = −0.24; p ≤ 0.001; item 4 = 0.11; p ≤ 0.001; item 5 = −0.20; p ≤ 0.001; item 7 = −0.15; p ≤ 0.001; item 11 = −0.19; p ≤ 0.001; item 13 = −0.21; p ≤ 0.001). Between Stand-Up test and BMI, the correlation is weak inverse (Rho = −0.20; p ≤ 0.001). Conclusions: There is a significant association of lower body strength with HRQoL, and BMI, as well as some variables of depression status in elder women with depression. Better scores in the stand-up test lead to an improvement in HRQoL and BMI. Therefore, stand-up test could be a complementary tool in public health for improve HRQoL in the elderly women with depression.