Objectives: Among different factors, diet patterns seem to be related to depression. The aim of this study was to evaluate the association between the consumption of fruits and/or vegetables and depressive symptoms. Methodology/Principal findings: A secondary data analysis was conducted using information from a population-based survey from 25 regions from Peru. The outcome was the presence of depressive symptoms according to the Patient Health Questionnaire (cutoff 15 to define major depressive syndrome); whereas the exposure was the self-reported consumption of fruits and/or vegetables (in tertiles and using WHO recommendation 5 servings/day). The association of interest was evaluated using Poisson regression models controlling for the complex-sample survey design and potential confounders. Data from 25,901 participants were analyzed, mean age 44.2 (SD: 17.7) and 13,944 (54.0%) women. Only 910 (3.8%; 95%CI: 3.5%–4.2%) individuals reported consuming 5 servings of fruits and/or vegetables/day; whereas 819 (2.8%; 95%CI: 2.5%–3.1%) had depressive symptoms. Those in the lowest tertile of fruits and/or vegetables consumption had greater prevalence of depressive symptoms (PR = 1.88; 95% CI: 1.39–2.55) than those in the highest tertile. This association was stronger with fruits (PR = 1.92; 95%CI: 1.46–2.53) than vegetables (PR = 1.42; 95%CI: 1.05–1.93) alone. Conclusions: An inverse relationship between consumption of fruits and/or vegetables and depressive symptoms is reported. Less than 5% of subjects reported consuming the amount of fruits and vegetables recommended by the WHO. There is a need to implement strategies to promote better diet patterns with potential impact on mental health.