Depression is an important cause of morbidity, and World Health Organization has predicted that it will be the second leading contributor to the global burden of disease by 2020. Postgraduate students are at high risk for depression caused by the stress of examinations, the academic environment, and relationship problems with peers, lecturers, and family members. Physical inactivity, advancing age, unmarried status, and many other factors contribute to the development of depression in humans. Associations between symptoms of depression and the intake of nutrients such as magnesium have been investigated; however, the relationship between zinc intake and depression has not received as much attention. The purpose of the present study was to examine the relationship between dietary intake of zinc and depression in postgraduate students. This study was conducted on 402 participants with a mean age of 32.54 ± 6.22 years, including 173 (43%) women and 229 (57%) men. In this study, we found an inverse relationship between dietary intake of zinc and depression. The results persisted even after we controlled for several potential confounding variables related to depression symptoms, including age, sex, years of education, smoking status (current and past), and physical activity. The results of this study show that long-term intake of zinc may modulate symptoms of depression.