Depression is a chronic and complex condition experienced by over 300 million people worldwide. While research on the impact of nutrition on chronic physical illness is well-documented, there is growing interest in the role of dietary patterns for those experiencing symptoms of depression. This study aims to examine the association of diet quality (Dietary Questionnaire for Epidemiological Studies version 2) and depressive symptoms (Centre for Epidemiological Studies for Depression short form) of young Australian women over six years at two time points, 2003 (n = 9,081, Mean age = 27.6) and 2009 (n = 8,199, Mean age = 33.7) using secondary data from the Australian Longitudinal Study on Women’s Health. A linear mixed-effects model found a small and significant inverse association of diet quality on depressive symptoms (b = -0.03, 95% CI; -0.04, -0.02) after adjusting for covarying factors such as BMI, social functioning, alcohol and smoking status. These findings suggest that the continuation of a healthy dietary pattern may be protective of depressive symptoms. Caution should be applied in interpreting these findings due to the small effect sizes. More longitudinal studies are needed to assess temporal relationships between dietary quality and depression.