Background/Objectives: Accumulating evidence suggests that dietary factors such as nuts may play a role in depressive symptoms. Yet, existing evidence regarding the relationship between nut consumption and depressive symptoms remains inconsistent. To clarify this association, we conducted a meta-analysis. Methods: PubMed and Embase were searched for observational studies on the relationship between nut consumption and depressive symptoms published up to September 2025. Summary relative risks (SRRs) and 95% confidence intervals (CIs) were estimated using the DerSimonian–Laird random effects model. Results: A total of seven observational studies, comprising 70,136 participants, were included. Higher nut consumption was significantly associated with a lower risk of depressive symptoms (SRRs = 0.75, 95% CIs, 0.67–0.85; p < 0.001, I² = 15%, P_{heterogeneity} = 0.31). Compared to <1 time/week of nut consumption, the inverse relationship was significant for ≥3 times/week of nut consumption (SRRs = 0.75, 95% CIs = 0.63–0.89, p = 0.001, I² = 0%, P_{heterogeneity} = 0.93), but not for 1 to <3 times/week of nut consumption (SRRs = 0.93, 95% CIs = 0.69–1.24, p = 0.62, I² = 52%, P_{heterogeneity} = 0.10). Conclusions: Our meta-analysis of observational studies found that higher nut consumption was associated with a reduced risk of depressive symptoms, particularly when intake reached at least three servings per week. Further research, especially randomized controlled trials, is needed to understand the underlying mechanisms.