BACKGROUND: It has been suggested that dietary patterns are associated with future risk of depressive symptoms. However, there is a paucity of prospective data that have examined the temporality of this relation. OBJECTIVE: We examined whether adherence to a healthy diet, as defined by using the Alternative Healthy Eating Index (AHEI), was prospectively associated with depressive symptoms assessed over a 5-y period. DESIGN: Analyses were based on 4215 participants in the Whitehall II Study. AHEI scores were computed in 1991-1993 and 2003-2004. Recurrent depressive symptoms were defined as having a Center for Epidemiologic Studies Depression Scale score ≥16 or self-reported use of antidepressants in 2003-2004 and 2008-2009. RESULTS: After adjustment for potential confounders, the AHEI score was inversely associated with recurrent depressive symptoms in a dose-response fashion in women (P-trend < 0.001; for 1 SD in AHEI score; OR: 0.59; 95% CI: 0.47, 0.75) but not in men. Women who maintained high AHEI scores or improved their scores during the 10-y measurement period had 65% (OR: 0.35%; 95% CI: 0.19%, 0.64%) and 68% (OR: 0.32%; 95% CI: 0.13%, 0.78%) lower odds of subsequent recurrent depressive symptoms than did women who maintained low AHEI scores. Among AHEI components, vegetable, fruit, trans fat, and the ratio of polyunsaturated fat to saturated fat components were associated with recurrent depressive symptoms in women. CONCLUSION: In the current study, there was a suggestion that poor diet is a risk factor for future depression in women.