Current treatment for depression is not considered effective among all cases and, thus far, nutritional protocols are minimal within depression treatment guidelines. Recently, there has been increasing interest in a possible protective and modifiable role of diet in common mental disorders, including depression, due to pro- and anti-inflammatory properties of nutrients. This study aims to investigate whether the Dietary Inflammatory Index (DII), designed to estimate the inflammatory potential of diet, is associated with depression and other measures of mental health. In a representative sample of U.S. adults (>20 years of age, N=11,592), the distribution of DII score is assessed. Multivariate logistic regression models determine the association between DII quintile and depression. Associations of DII quintile with frequent distress and frequent anxiety are also evaluated. In fully adjusted models, higher DII score is associated with over a twofold higher odds of depression (OR (95% CI) = 2.26 (1.60, 3.20) for highest vs. lowest quintile, Type III p-value = <0.0001). DII score is also associated with higher odds of frequent distress (OR (95% CI) = 1.81 (1.20, 2.71) for highest vs. lowest quintile, Type III p-value = 0.0167). This association was not significant for frequent anxiety (Type III p-value = 0.12). Results of this study indicate that dietary inflammatory potential is associated with depression. These results support existing hypotheses that inflammatory pathways play a role in the etiology of depression. Further research examining the underlying biological and cellular mechanisms of depression is warranted.