Major Depressive Disorder effects almost one fifth of adults in the United States and is the fourth leading cause of disability worldwide. Studies exploring the relationship between healthy diets and depression have shown that what we eat can help reduce our chances of experiencing depressive symptoms. Recent research has demonstrated the benefits of a Healthy Nordic Diet (HND) for many health conditions and many populations. Using food-frequency questionnaire data and the Inventory of Depression and Anxiety Symptoms (IDAS), this study explores the relationship between HND adherence and depressive symptoms in college-aged females enrolled in the UMass Vitamin D Study (2006 to 2014). After controlling for potential confounding in multivariable logistic and linear regression models, we did not find any statistically significant associations between depression and an HND. We believe that limitations due to misclassification prohibited the ability to reveal a true association. Future studies should look to strengthen measures of depression and HND in a larger, more diverse population.