Background: Depression is one of the psychiatric diseases with a high prevalence rate, globally, and reportedly more prevalent among women than among men. Especially, women workers working at traditional markets are in depressive conditions without occupational health services. The purpose of this study is to investigate factors having a significant effect on the depressive symptoms of women workers at traditional markets in South Korea. Methods: A cross-sectional study was used and subjects for the present study were 500 female workers in three selected representative traditional marketplaces in South Korea. Results: The results of hierarchical regression analysis indicated that increased BMI (β = 0.297, p = 0.017), poor nutritional status (β = 0.596, p < 0.001), street vendor status (β = 2.589, p = 0.001), job stress (β = 0.491, p < 0.001), lower back pain (β = 0.377, p = 0.011), lower self-efficacy (β = −0.368, p = 0.002) and diminished family function (β = −0.633, p = 0.001) affected workers’ depressive symptoms. The explanatory power of these variables was 38.5%. Conclusions: Based on these results, future research should focus on incorporating theses significant factors into effective interventions designed to decrease depressive symptoms in this population. Moreover, this study will increase interest in occupational health nursing, particularly in relation to vulnerable social groups, and expand the scope of practice in the field.