BACKGROUND: Impairments in social functioning are common in individuals with (sub)clinical levels of depression. One possible underlying mechanism of this relationship is low empathy. The present study examined linear and non-linear associations between empathy and depressive symptoms, and whether these associations were moderated by gender. METHODS: Using the Empathy Quotient scale, cognitive and affective empathy were assessed using a large convenience sample from the general Dutch population (N = 3076). Depressive symptoms were indexed by the Depression, Anxiety and Stress Scale (DASS) and the Quick Inventory of Depressive Symptomatology (QIDS-SR16). RESULTS: Low cognitive empathy was associated with more depressive symptoms. There was a weak positive relation between affective empathy and depressive symptoms, indexed by the QIDS rather than the DASS. LIMITATIONS: Generalizing results to the general population remains difficult with a convenience sample. Self-reported data may be affected by social-desirability or sex-stereotypical reporting biases. CONCLUSIONS: Our results support a linear relationship between cognitive empathy and symptoms of depression. There was some evidence for non-linear associations and a moderating role of gender, but these patterns were not observed across all types of analysis.