Objective This study mainly discusses the influence of the continuous nursing intervention on the treatment compliance of patients with depression. Methods The clinical data of 120 patients with depression admitted to our hospital were collected by retrospective analysis. According to the different implementation of nursing methods, patients were subordinated to the conventional group (n = 48, conventional nursing) and the continuous group (n = 72, continuous nursing). The treatment compliance, depression degree, quality of life, nursing satisfaction, Insight and Treatment Attitude Questionnaire (ITAQ), and recurrence rate of patients in the two groups were compared. Results The continuous group had a higher treatment compliance rate, slighter depression, higher physiological function, psychological function, social function, environmental adaptability, total quality of life, nursing satisfaction, and ITAQ score, and lower recurrence rate, with statistically significant differences (P < 0.05). Conclusion The implementation of continuous nursing intervention for patients with depression could enhance their treatment compliance and relieve depressive symptoms; improve the quality of life and self-awareness; reduce the risk of relapse; and improve nursing satisfaction.