This study investigated the associations of green tea, coffee, and caffeine consumption with self-report lifetime depression in the Korean population using data from the Korean National Health and Nutrition Examination Survey. In total, 9576 participants (3852 men and 5724 women) aged 19 years or older were selected for the present study. Green tea, coffee, and caffeine consumption levels were assessed with a validated food frequency questionnaire. Multivariate logistic regression analysis was used to determine the odds ratios (OR) and 95% confidence intervals (CIs) for depression according to green tea, coffee, and caffeine consumption. Frequent green tea consumers (≥3 cups/week) had 21% lower prevalence of depression (OR = 0.79, 95% CI = 0.63⁻0.99, for trend = 0.0101) than green tea non-consumers after adjustment for potential confounders. Likewise, frequent coffee drinkers (≥2 cups/day) had 32% lower prevalence of depression (OR = 0.68, 95% CI = 0.55⁻0.85, for trend = 0.0026) than coffee non-drinkers after adjustment for potential confounders. Also, participants in the highest quartile of caffeine consumption had 24% lower prevalence of depression than those in the lowest quartile (OR = 0.76, 95% CI = 0.62⁻0.92, for trend = 0.0032). Frequent consumption of green tea, coffee, or caffeine was associated with a reduced prevalence of self-report lifetime depression in Korean adults. A prospective study and randomized clinical trials should be conducted to confirm the inverse relationships of green tea and coffee consumption with risk of depression.