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The burden of depression is increasing worldwide, specifically in older adults. Unhealthy dietary patterns may partly explain this phenomenon. In the Spanish PREDIMED-Plus study, we explored (1) the cross-sectional association between the adherence to the Prime Diet Quality Score (PDQS), an a priori-defined high-quality food pattern, and the prevalence of depressive symptoms at baseline (cross-sectional analysis) and (2) the prospective association of baseline PDQS with changes in depressive symptomatology after 2 years of follow-up. After exclusions, we assessed 6612 participants in the cross-sectional analysis and 5523 participants in the prospective analysis. An energy-adjusted high-quality dietary score (PDQS) was assessed using a validated FFQ. The cross-sectional association between PDQS and the prevalence of depression or presence of depressive symptoms and the prospective changes in depressive symptoms were evaluated through multivariable regression models (logistic and linear models and mixed linear-effects models). PDQS was inversely associated with depressive status in the cross-sectional analysis. Participants in the highest quintile of PDQS (Q5) showed a significantly reduced odds of depression prevalence as compared to participants in the lowest quartile of PDQS (Q1) (OR (95 %) CI = 0·82 (0·68, 0·98))). The baseline prevalence of depression decreased across PDQS quintiles ( P for trend = 0·015). A statistically significant association between PDQS and changes in depressive symptoms after 2-years follow-up was found ( β (95 %) CI = -0·67 z-score (-1·17, -0·18). A higher PDQS was cross-sectionally related to a lower depressive status. Nevertheless, the null finding in our prospective analysis raises the possibility of reverse causality. Further prospective investigation is required to ascertain the association between PDQS and changes in depressive symptoms along time.