Background: Studies addressing diet quality and mental health have shown a strong association. There is limited evidence of specific vitamins essential for treating depression. This study aims to understand the impact of diet quality through supplementation of vitamins D, B6, and magnesium on depressive symptoms. Methods: Multiple datasets from the National Health and Nutrition Examination Survey 2017-March 2020 investigated the associations between vitamin D, B6, and magnesium on depression symptoms. A cross-sectional sample of adults over 20 was extracted (n=9,232). Chi-square tests and logistic regression analyses were used to investigate the associations. Results: Individuals with low doses of vitamin D were more likely to report symptoms of depression relative to those with low doses of vitamin B6 (χ²=3.9063, p=0.0481 vs. χ²=5.2071, p=0.0225). These results remained significant among those with high magnesium proportionate to high vitamin B6 (χ²=6.1272, p=0.0133 vs. χ²=5.2071, p=0.0225). Logistic regression results provided associations for all models except unadjusted vitamin D and adjusted vitamin D. Conclusions: Preventive measures could be addressed by identifying the risks of vitamin deficiencies. Further epidemiological research is needed for the individual effects of vitamin supplementation and depression symptoms.