Inflammation is an essential driving factor in the development of depression, but the relationship between the composite indicator of neutrophil percentage to albumin ratio (NPAR) and susceptibility or progression of depression remains to be elucidated. On June 5, 2024, we utilized the publicly available NHANES database and collected data from 2005 to 2018 for a cross-sectional analysis. The PHQ-9 questionnaire was used to assess the level of depression, and NPAR was expressed as neutrophil percentage/albumin. Weighted logistic regression models and RCS were used to investigate the relationship between NPAR and the risk of depression. In addition, subgroup analyses and sensitivity analyses were performed to test the robustness of the results. Our results revealed a non-linear association between NPAR and the likelihood of depression (P-value for non-linearity < 0.001). In a continuous variable model, there was a positive association between NPAR and risk of depression after full adjustment for covariates (OR: 1.58, 95% CI: 1.11-2.25, P = 0.010). In the fully adjusted model, participants in the fourth quartile (NPAR ≥ 1.53) had an OR of 1.36 (95% CI: 1.04-1.78, P < 0.05), showing a significant association with a higher likelihood of depression. Compared to the first quartile (Q1), PHQ-9 scores ranging from 15 to 19 had the highest odds ratio in Q4 (OR: 2.17, 95% CI: 1.73-2.73, P < 0.001). NPAR showed a J-shaped relationship with the risk of developing depression. The results of this study highlight the importance of NPAR in identifying patients at risk of depression.