Depressive symptoms have become the most important global public health issue. Iron plays an important role in brain function, cognition, and behavior, and its impacts on depressive symptoms may be multifactorial with both positive and negative effects. Previous observational studies focusing on the association between iron status and depressive symptoms showed inconsistent results. Ferritin is a ubiquitous intracellular protein that can store and release iron and is widely used as a clinical biomarker to evaluate iron status. We performed a cross-sectional study to examine the relationship between serum ferritin and depressive symptoms among 3,839 subjects who were from the Tianjin Chronic Low-grade Systemic Inflammation and Health (TCLSIHealth) cohort. Depressive symptoms were assessed using the Chinese version of 20-item self-rating Depression Scale (SDS) with 4 cutoffs (40, 45, 48 and 50) to indicate elevated depressive symptoms (40 was the primary cut-off). The prevalence of depressive symptoms was 36.5%, 17.6%, 11.0% and 7.0% for SDS ≥40, ≥45, ≥48 and ≥50, respectively. With the primary cut-off point of 40, multiple potential confounding factors were adjusted and the odds ratios (95% confidence interval) of having elevated depressive symptoms by quartiles of serum ferritin concentrations were 1.00 (reference), 1.10 (0.91, 1.34), 0.81 (0.66, 1.01) and 1.02 (0.81, 1.28) for the first, second, third and fourth quartile, respectively (P for trend = 0.76). Similar relations were observed with the use of other cut-offs as a definition of depressive symptoms. In conclusion, there is no significant relationship between serum ferritin concentrations and depressive symptoms among Chinese adults.