Data on the association of the Mediterranean diet (MD) with depressive symptoms in older people at high risk of depression are scarce. This study aimed to investigate the cross-sectional association of the adherence to the MD and its components with depressive symptoms in an Italian cohort of older men and women. A total of 325 men and 473 women aged 65–97 years (2019–2023) answered a 102-item semi-quantitative FFQ, which was used to calculate the Mediterranean diet score (MDS). Depressive symptoms were assessed using the Centre for Epidemiological Studies Depression Scale; subjects with a score of 16 or more were considered to have depression. Multivariable logistic regression was used for statistical analysis. The occurrence of depressive symptoms was 19·8 % (8·0 % men, 27·9 % women). High adherence to MDS (highest tertile) significantly reduced the odds of having depressive symptoms by 54·6 % (OR 0·454, 95 % CI 0·266, 0·776). In sex-stratified analysis, the reduction was evident in women (OR 0·385, 95 % CI 0·206, 0·719) but not in men (OR 0·828, 95 % CI 0·254, 2·705). Looking at the association of MDS components with depressive symptoms, we found an inverse significant association with fish consumption and the MUFA:SFA ratio above the median only in women (OR 0·444, 95 % CI 0·283, 0·697 and OR 0·579, 95 % CI 0·345, 0·971, respectively). High adherence to the MDS, and a high fish intake and MUFA:SFA ratio were associated with lower depressive symptoms in women only. Future longitudinal studies are needed to confirm these findings and to explore the underlying biological mechanisms.