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Background: The relationship between anemia and depression remains controversial., Objective: To explore the association between anemia/hemoglobin and depression., Methods: The data for our cross-sectional study were obtained from the National Health and Nutrition Examination Survey (NHANES) 2005-2018. Weighted multivariate logistic regression was performed to examine the association between anemia/hemoglobin and depression. Inverse variance weighted (IVW), weighted-median, and MR-Egger were used in MR analyses to assess the causal relationship between anemia/hemoglobin and depression. Heterogeneity and directional pleiotropy were assessed using the Cochrane Q test and Egger-intercept test, respectively. Sensitivity analysis was conducted by the leave-one-out approach. All analyses were carried out using IBM SPSS 24.0 and R version 4.2.2., Results: A total of 29,391 NHANES participants were included in this study. After adjusting for all covariates, the association between anemia/hemoglobin and depression was not significant (P < 0.05). IVW estimates revealed that broad anemia had no significant effect on the risk of depression (OR = 1.00, 95% CI = 0.99-1.01, P = 0.432). Findings of weighted median and MR-Egger were consistent with those from IVW (weighted median: OR = 1.00, 95% CI = 0.99-1.02; P = 0.547; MR-Egger: OR = 1.01, 95% CI = 0.98-1.03, P = 0.605). The results of three MR Analyses methods also showed no causal association between hemoglobin and depression., Conclusions: Our findings do not support a causal association between anemia and depression. The association between hemoglobin concentration and depression was not statistically significant either., (© 2023. The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature.)