We aimed to dissect the complex relations between depressive symptoms, antidepressant use, and constituent metabolic syndrome (MetS) components in a representative U.S. population sample. A total of 15,315 eligible participants were included from 2005 to March 2020. MetS components were defined as hypertension, elevated triglycerides, reduced high-density lipoprotein cholesterol, central obesity, and elevated blood glucose. Depressive symptoms were classified as mild, moderate, or severe. Logistic regression was used to evaluate the relationship between depression severity, antidepressant use, individual MetS components and their degree of clustering. Severe depression was associated with the number of MetS components in a graded fashion. ORs for severe depression ranged from 2.08 [95%CI, 1.29–3.37] to 3.35 [95%CI, 1.57–7.14] for one to five clustered components. Moderate depression was associated with hypertension, central obesity, raised triglyceride, and elevated blood glucose (OR = 1.37 [95%CI, 1.09–1.72], 1.82 [95%CI, 1.21–2.74], 1.63 [95%CI, 1.25–2.14], and 1.37 [95%CI, 1.05–1.79], respectively). Antidepressant use was associated with hypertension (OR = 1.40, 95%CI [1.14–1.72]), raised triglyceride (OR = 1.43, 95%CI [1.17–1.74]), and the presence of five MetS components (OR = 1.74, 95%CI [1.13–2.68]) after adjusting for depressive symptoms. The depression severity and antidepressant use were associated with individual MetS components and their graded clustering. Metabolic abnormalities in patients with depression need to be recognized and treated.