Background: Depressive symptoms lead to a serious public health burden and are considerably affected by the environment. Land use, describing the urban living environment, has an impact on mental health, but complex relationship assessment is rare. Objectives: We aimed to examine the complicated association between urban land use and depressive symptoms among young adults with differential land use environments, by applying multiple models, as an exposome study. Methods: We included 1804 individual twins from the FinnTwin12 cohort, living in urban areas in 2012. There were 8 types of land use exposures in 3 buffer radii. The depressive symptoms were assessed through General Behavior Inventory (GBI) in young adulthood (mean age: 24.1). First, K-means clustering was performed to distinguish participants with differential land use environments. Then, linear elastic net penalized regression and eXtreme Gradient Boosting (XGBoost) were used to reduce dimensions or prioritize for importance and examine the linear and nonlinear relationships. Results: Two clusters were identified with notable differences in the percentage of high-density residential, low-density residential, and natural land use. One is more typical of city centers, and another of suburban areas. A heterogeneous pattern in results was detected from the linear elastic net penalized regression model among the overall sample and the two separated clusters. Agricultural residential land use in a 100 m buffer contributed to GBI most (coefficient: 0.097) in the "suburban" cluster among 11 selected exposures. In the "city center" cluster, none of the land use exposures was associated with GBI. From the XGBoost models, we observed that ranks of the importance of land use exposures on GBI and their nonlinear relationships are also heterogeneous in the two clusters. Discussion: As a hypothesis-generating study, we found heterogeneous linear and nonlinear relationships between urban land use environment and depressive symptoms under different contexts in pluralistic exposome analyses.