Background Affective disorders, especially depressive symptoms, bring such a burden to mortality and morbidity that they are associated with physical and psychological health and quality of life. Nuts, a foodstuff rich in multiple micronutrients, macronutrients, and other useful components, were considered to be a protector against depressive symptoms. Here, we conducted an analysis to examine the relationship between nut consumption and depressive symptoms. Methods The study performed a cross‐sectional study to examine whether nut consumption is related to depressive symptoms among 13,626 inhabitants in Tianjin. Nut consumption was assessed using a validated food frequency questionnaire and depressive symptoms was assessed using the Chinese version of 20‐item Self‐rating Depression Scale (SDS) with four cutoffs (40, 45, 48, and 50) to indicate elevated depressive symptoms. Results The prevalence of depressive symptoms was 38.7, 19.1, 11.4, and 7.3% for SDS ≥40, 45, 48, and 50, respectively. After adjustments for potential confounding factors, the odds ratios (95% confidence interval) of having elevated depressive symptoms with SDS ≥40 by increasing frequency of nut consumption were 1.00 for