This study explored the association between Coronavirus disease (COVID-19) and depression by comparing Patient Health Questionnaire-9 (PHQ-9) results pre-pandemic (2019) and after the start of the pandemic (2020). Data of 444,051 participants (200,206 male (45.1%); 243,845 female (54.9%)) were obtained from the Korean Community Health Survey conducted from 2019 to 2020. The independent variable of interest in this study was the year, divided into binary categories, 2019 and 2020. The dependent variable was depression, measured by the PHQ-9 scale. This dependent variable was also binary, dividing those who are considered depressed or not by a cut-off score of 10. A logistic regression model was employed to examine the association. Our results reveal that compared to participants in 2019, patients from the study sample of 2020 were marginally more likely to be depressed, especially female patients (male OR: 1.092, 95% CI [0.998 to 1.195], female OR: 1.066, 95% CI [1.002 to 1.134]). Moreover, using the participants from the year 2019 as a reference group, those who appeared anxious in response to the COVID-19-related questions in the survey showed more tendency to have a PHQ-9 score of 10 or more. Compared to participants from the 2019 group, those from 2020 more likely to be depressed were those with no-one to contact in case of emergency due to COVID-19 (male OR: 1.45, 95% CI [1.26 to 1.66], female OR: 1.46, 95% CI [1.33 to 1.60]), and individuals with concerns regarding economic loss (male OR: 1.18, 95% CI [1.07 to 1.30], female OR: 1.11, 95% CI [1.04 to 1.18]) and infection of a vulnerable family member at home due to COVID-19 (male OR: 1.16, 95% CI [1.05 to 1.28], female OR: 1.09, 95% CI [ 1.02 to 1.16]).