Data from the Third National Health and Nutrition Examination Survey (1988-1994) were used to examine the relation between obesity and depression. Past-month depression was defined using criteria from the Diagnostic and Statistical Manual of Mental Disorders, Third Edition, and was measured with the Diagnostic Interview Schedule. Obesity was defined as a body mass index (weight (kg)/height (m)2) of 30 or higher. The authors compared risks of depression in obese and normal-weight (body mass index 18.5-24.9) persons. Obesity was associated with past-month depression in women (odds ratio (OR)=1.82, 95% confidence interval (CI): 1.01, 3.3) but was not significantly associated in men (OR=1.73, 95% CI: 0.56, 5.37). When obesity was stratified by severity, heterogeneity in the association with depression was observed. Class 3 (severe) obesity (body mass index > or =40) was associated with past-month depression in unadjusted analyses (OR=4.98, 95% CI: 2.07, 11.99); the association remained strong after results were controlled for age, education, marital status, physician's health rating, dieting for medical reasons, use of psychiatric medicines, cigarette smoking, and use of alcohol, marijuana, and cocaine. These findings suggest that obesity is associated with depression mainly among persons with severe obesity. Prospective studies will be necessary to clarify the obesity-depression relation but await the identification of potential risk factors for depression in the obese.