Our aim was to assess the association between a priori defined dietary patterns and incident depressive symptoms. We used data from The Maastricht Study, a population-based cohort study (n = 2646, mean (SD) age 59.9 (8.0) years, 49.5% women; 15,188 person-years of follow-up). Level of adherence to the Dutch Healthy Diet (DHD), Mediterranean Diet, and Dietary Approaches To Stop Hypertension (DASH) were derived from a validated Food Frequency Questionnaire. Depressive symptoms were assessed at baseline and annually over seven-year-follow-up (using the 9-item Patient Health Questionnaire). We used Cox proportional hazards regression analyses to assess the association between dietary patterns and depressive symptoms. One standard deviation (SD) higher adherence in the DHD and DASH was associated with a lower hazard ratio (HR) of depressive symptoms with HRs (95%CI) of 0.78 (0.69–0.89) and 0.87 (0.77–0.98), respectively, after adjustment for sociodemographic and cardiovascular risk factors. After further adjustment for lifestyle factors, the HR per one SD higher DHD was 0.83 (0.73–0.96), whereas adherence to Mediterranean and DASH diets was not associated with incident depressive symptoms. Higher adherence to the DHD lowered risk of incident depressive symptoms. Adherence to healthy diet could be an effective non-pharmacological preventive measure to reduce the incidence of depression.