AimsThe association between serum albumin and depressive symptoms has been unclear in previous epidemiological studies. We explored whether serum albumin is associated with depressive symptoms based on the National Health and Nutrition Examination Survey (NHANES) data.MethodsThis cross-sectional study included 13,681 participants aged ≥ 20 years from the NHANES performed during 2005–2018, which produced nationally representative database. Depressive symptoms were assessed using the Patient Health Questionnaire-9. Serum albumin concentration was measured using the bromocresol purple dye method, and participants were divided into quartiles of serum albumin concentrations. Weighted data were calculated according to analytical guidelines. Logistics regression and linear regression models were used to assess and quantify the association between serum albumin and depressive symptoms. Univariate and stratified analyses were also performed.ResultsThere were 1551 (10.23%) adults (aged ≥ 20 years) with depressive symptoms among the 13,681. A negative association was found between serum albumin concentration and depressive symptoms. Compared with the lowest albumin quartile, the multivariate-adjusted effect size (95% confidence interval) for depressive symptoms of the fully adjusted model in the highest albumin quartile was 0.77 (0.60 to 0.99) and − 0.38 (− 0.66 to − 0.09) using logistics regression and linear regression models respectively. Current smoking status modified the association between serum albumin concentration and PHQ-9 scores (p for interaction = 0.033).ConclusionThis cross-sectional study revealed that albumin concentration is significantly more likely to be a protective factor for depressive symptoms, with the association being more pronounced in non-smokers.Supplementary InformationThe online version contains supplementary material available at 10.1186/s12888-023-04935-1.