While several studies have explored nutrient intake and dietary habits associated with depression, few studies have reflected recent trends and demographic factors. Therefore, we examined how nutrient intake and eating habits are associated with depression, according to gender and age. We performed simple and multiple regressions using nationally representative samples of 10,106 subjects from the Korea National Health and Nutrition Examination Survey. The results indicated that cholesterol, dietary fiber, sodium, frequency of breakfast, lunch, dinner, and eating out were significantly associated with depression (p-value < 0.05). Moreover, depression was associated with nutrient intake and dietary habits by gender and age group: sugar, breakfast, lunch, and eating out frequency in the young women’s group; sodium and lunch frequency among middle-age men; dietary fibers, breakfast, and eating out frequency among middle-age women; energy, moisture, carbohydrate, lunch, and dinner frequency in late middle-age men; breakfast and lunch frequency among late middle-age women; vitamin A, carotene, lunch, and eating out frequency among older age men; and fat, saturated fatty acids, omega-3 fatty acid, omega-6 fatty acid, and eating out frequency among the older age women’s group (p-value < 0.05). This study can be used to establish dietary strategies for depression prevention, considering gender and age.