Background: In this secondary analysis of the Supporting the Modification of Lifestyle In Lowered Emotional States (SMILES) randomised controlled trial, we investigated if the beneficial effects of a dietary intervention on clinical depression were driven, in part, by reducing the consumption of foods classified as ultra-processed.Methods: The SMILES trial enrolled 67 adults with major depressive disorder, randomly assigning them to either a 12-week modified Mediterranean dietary intervention or a social support control. Our analysis included 44 participants with non-missing dietary data and at least one valid Montgomery–Åsberg Depression Rating Scale (MADRS) assessment at 12 weeks of follow-up. The Nova food classification system was used to estimate the proportion of ultra-processed foods in the overall diet (percentage of grams) based on data from seven-day food diaries. We fitted linear regression models under blinded conditions to determine whether ultra-processed food intake-change from baseline to 12 weeks moderated the dietary intervention effects on depressive symptoms. We estimated mean differences in depressive symptoms along with ninety-five per cent confidence intervals (95%CIs).Results: For participants in the dietary intervention, there was an additional 2.5-point improvement in MADRS scores for each 10% reduction in the dietary share of ultra-processed foods compared to participants in the control group (between-group mean differences in depressive symptoms: −2.46, 95%CIs −4.71 to −0.20, p=0.039, η p 2 of 0.10).Conclusions: These preliminary findings suggest that the therapeutic benefit of a dietary intervention for depression may stem, at least in part, from reductions in the dietary share of ultra-processed foods.