Objective To assess the influencing factors of depressive symptoms in malignant tumour patients. Methods Participants were 2079 inpatients with malignant tumour (1291: depressive symptoms; 788 no depressive symptoms). Univariable and multivariable logistic regression were used to evaluate sociodemographic and clinical factors influencing depressive symptoms. Results Risk factors were family income ≤5000 yuan (odds ratio [OR]: 4.966, 95% confidence interval [CI]: 2.938–8.395) and 5001–10,000 yuan (OR: 3.111, 95% CI: 1.840–5.260); Karnofsky Performance Status of 70 (OR: 2.783, 95% CI: 1.281–6.042) and 80 (OR: 1.834, 95% CI: 1.139–2.953); disease course ≤1 year; palliative treatment (OR: 2.288, 95% CI: 1.292–4.055); progressive disease (OR: 1.876, 95% CI: 1.284–2.739); pain (OR: 1.973, 95% CI: 1.555–2.505); cancer type: lung (OR: 3.199, 95% CI: 1.938–5.279), oesophagus (OR: 3.288, 95% CI: 1.673–6.464), cervix (OR: 1.542, 95% CI: 1.056–2.253) and partial knowledge of disease condition (OR: 2.366, 95% CI: 1.653–3.385). Return to work (OR: 0.503, 95% CI: 0.348–0.727) and physical exercise (OR: 0.437, 95% CI: 0.347–0.551) were protective against depressive symptoms. Conclusions Several factors affected depressive symptoms in malignant tumour patients, including income, disease type and course, palliative treatment, return to work and physical exercise.