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Current evidence implicates a significant association between depression and obesity and related metabolic dysfunction. The weight-adjusted-waist index (WWI) was recently identified as an ideal index that integrates total body fat, muscle mass, and bone mass. This study investigated the relationship between WWI and depressive symptoms in adults. Participants from the National Health and Nutrition Examination Survey (2005–2018) were enrolled. Depressive symptom severity was measured with the Patient Health Questionnaire-9 (PHQ-9). Survey-weighted multivariable logistic regression, subgroup analysis, and generalized additive models were used to determine the relationship between WWI and depressive symptoms. A total of 34,575 participants were included, with a mean WWI of 11.01; 2,979 participants were suspected of having depressive symptoms (PHQ-9 score ≥ 10). A significant positive association was identified between WWI and depressive symptoms (odds ratio = 1.416, 95 % confidence interval: 1.303–1.539, P < 0.0001). Subgroup analyses suggested that the association between WWI and depressive symptoms was stronger in individuals who were female, overweight, divorced, middle-aged or older (over 40 years old), and had diabetes. Furthermore, the non-linear multivariable regression revealed an inflection point for the WWI at 11.438, and the association was only significant when the WWI was higher than this point. This study was retrospective and only included participants from the United States; therefore, further validation is needed from studies in other countries, especially middle-to-low-income countries, using longitudinal cohorts. This study identified a significant positive association between WWI and depressive symptoms. • Weight-adjusted-waist-index (WWI) was an integrated index that reflect the condition of fat, muscle and bone mass. • WWI is closely related to depression, particularly in females and individuals with marital difficulties or diabetes. • The association between WWI and depressive symptom was more significant when the score of WWI was higher than 11.438. [ABSTRACT FROM AUTHOR]