Background: Low fruit and vegetable (FV) intake has been linked to depression, a growing public health concern. However, few studies have examined whether this relationship differs by urban and rural residence, despite geographic disparities in diet and mental health. This study investigates whether the association between FV intake and depression varies by area of residence among U.S. adults. Methods: We conducted a cross-sectional analysis using 2021 Behavioral Risk Factor Surveillance System (BRFSS) data, a nationally representative survey of adults aged ≥18 years (n = 156,256,279). FV intake was categorized as < 1 time/day or ≥1 time/day. Depression was based on self-reported diagnosis. Multivariable logistic regression estimated adjusted odds ratios (OR) and 95% confidence intervals (CI), including interaction terms for FV intake and residence (urban vs. rural). Results: Low FV intake was associated with higher odds of depression (fruit: OR = 1.17; vegetables: OR = 1.10). Significant interactions by residence were observed. Low fruit intake was linked to depression in both urban (OR = 1.15) and rural (OR = 1.21) areas. Low vegetable intake was significant only in urban residents (OR = 1.10). Conclusions: Low FV intake is associated with higher odds of depression disorder, with differences by geographic context. Higher fruit intake was protective across areas, while vegetable intake was only associated with depression in urban residents. Public health strategies should prioritize interventions that reflect the unique characteristics of each community to address both dietary behaviors and the broader structural factors influencing mental health.