This study aimed to provide supporting data for the management of dietary habits in depression by comparing health and nutrition in adult Korean women according to depression status. A total of 2,236 women aged between 19 and 64 years who participated in the 2013 Korea National Health and Nutrition Examination Survey were divided into a depression group (n = 315) and a non-depression group (n = 1,921). Among 19-29-year-old women, the depression group showed higher proportions of individuals with impairment of everyday activities, menopause, and suicidal thoughts than the non-depression group. The depression group showed lower intake of cereal, chocolate, meat, and carbonated drinks, as well as a lower index of nutritional quality (INQ) for protein, iron, and niacin. Among 30-49-year-old women, the depression group showed higher proportions of individuals with impairment of everyday activities, chronic disease, stress, and suicidal thoughts. The depression group showed lower intake of rice with mixed grains and higher intake of instant and cup noodles than the non-depression group. Among 50-64-year-old women, the depression group showed higher proportions of individuals with impairment of everyday activities, menopause, stress, and suicidal thoughts. The depression group showed lower intake of vegetables, mushrooms, and seaweed, lower nutritional intake of fat, saturated fat, and n-3 fatty acids, as well as a lower INQ for niacin and a lower Recommended Food Score. For all age groups, individuals with depression showed poorer health and nutritional intake than healthy individuals, demonstrating a correlation of depression with health and nutritional intake.