The role of diet is gaining attention among the modifiable factors associated with depression; thus, this case–control study examined the association between nutrition and depression in young Korean adults. Dietary surveys in individuals with depression (n = 39) and age- and gender-matched controls (n = 76) were conducted using food records and food frequency questionnaires. Men with depression consumed less mushrooms and meat, while women consumed significantly less grains (p < 0.05). Overall, the depression group consumed less energy and nutrients, and the difference was more pronounced in men. The male depression group had lower nutrient adequacy ratio (NAR) for energy, protein, vitamin A, thiamine, niacin, folate, and phosphorus, whereas the female depression group had lower NARs for energy, protein, niacin, and vitamin B12. The depression group had a significantly lower mean adequacy ratio in both genders. Furthermore, the proportion of inappropriate nutrient intake was higher in both genders of the depression group, exhibiting significant differences in energy, protein, niacin, folate, and zinc in men and energy, riboflavin, folate, and vitamin C in women. Hence, both men and women in the depression group had poor nutrient intake and high rates of nutrient inadequacy and improper consumption. This suggests that the quantity and quality of meals should be improved for individuals with depressive symptoms.