Background: Recent studies have shown that depression is inversely correlated with high protein and low fat intake and positively correlated with vitamin D-binding protein (VDBP). Therefore, the aim of this study was to examine the interaction between protein/fat dietary patterns and VDBP genotypes with regard to the risk of depression in apparently healthy adults who have not been diagnosed with any chronic disease. Methods: In this study, 265 individuals (126 males and 139 females) aged 18–55 years were recruited from the communities of central and west Tehran based on convenience sampling. Body composition was measured with a body composition analyzer and depression symptoms were categorized as normal, moderate depression, or severe depression using the Depression Anxiety Stress Scales 21 (DASS-21) questionnaire. Dietary patterns were determined by a semiquantitative food frequency questionnaire to assess typical food intake during the 12-month period. Blood samples were collected from and biochemical measurements performed on all participants. An analysis of two polymorphisms (rs7041 and rs4588) in the GC gene, which encodes VDBP, was performed by polymerase chain reaction-restriction fragment length polymorphism. Results: A statistically significant association was found between depression and diet (p = 0.03) after having categorized the participants into three groups: a high-protein/low-fat (HP/LF) group, a moderate-protein/moderate-fat (MP/MF) group, and a low-protein/high-fat (LP/HF) group. Moreover, the findings demonstrated that depression was related to both the rs7041 and the rs4588 polymorphism (p = 0.05 and p = 0.02, respectively). We next used multinomial logistic modeling to investigate the risk of depression. A significant interaction was observed between HP/LF diet and the rs7041 polymorphism in the moderate- and severe-depression groups (β = –0.30, p = 0.05, and β = –0.48, p = 0.01, respectively). Conclusion: This study showed that an HP/LF diet interacts with the rs7041 polymorphism, with T allele carriers having a greater prevalence of moderate and severe depression.