Background Studies examining whether diet sugar intake increases the risk of depression have produced inconsistent results. Therefore, we investigated this relationship, using the US' National Health and Nutrition Examination Survey (NHANES) database. Methods This cross-sectional study included 18,439 adults (aged >= 20 years) from NHANES (2011-2018). Depressive symptoms were assessed using the nine-item version of the Patient Health Questionnaire (PHQ-9). Covariates, including age, sex, race/ethnicity, poverty-income ratio, education, marital status, hypertension, diabetes mellitus, cardiovascular disease, alcohol intake, smoking status, physical activity, and dietary energy intake, were adjusted in multivariate logistic regression models. Subgroup and threshold saturation effect analyses were performed. Results After adjusting for potential confounders, we found that a 100 g/day increase in dietary sugar intake correlated with a 28% higher prevalence of depression (odds ratio = 1.28, 95% confidence interval = 1.17-1.40, P < 0.001). Conclusion Dietary sugar intake is positively associated with depression in US adults.