Background: Depression, prevalent globally, significantly impacts psychological and physical health. As a burgeoning biomarker, C-reactive protein-to-albumin ratio (CAR) offers insights into metabolism-immune status and disease diagnosis. This exploratory investigation seeks to elucidate the relationship between CAR and depression. Methods: This cross-sectional investigation utilized data from the National Health and Nutrition Examination Survey (NHANES). Depression was assessed using the PHQ-9 questionnaire. To examine the relationship between CAR and depression risk, we employed a multivariable logistic regression analysis and a restricted cubic spline (RCS) approach. Furthermore, subgroup analyses were performed to validate the consistency of the findings across specific populations. Results: This investigation enrolled 13,159 adult participants, comprising 8.15 % with depression. Compared with participants without depression, those diagnosed with depression showed a significantly higher CAR level. Each one-unit increase in log10-transformed CAR (log-CAR) was associated with an 58 % increase in the incidence of depression (Odds Ratio = 1.58, 95 % Confidence Interval: 1.33-1.88). A non-linear dose-response relationship was detected between CAR and depression risk (non-linearp < 0.001). Furthermore, the strength of this association persisted undiminished throughout multiple subgroup analyses. Notably, among individuals with a prior history of metabolic diseases, the observed association remained consistent. Conclusions: A distinct positive correlation was observed between CAR and depression in U.S. adults. Further large-scale, well-controlled studies are needed to validate the reliability and establish the generalizability of these findings.