Background: Depressive symptoms and food insecurity are two of the public health concerns in developing countries. Food insecurity is linked to several chronic diseases, while little is known about the association between food insecurity and depressive symptoms among adults. A person with limited or uncertain availability or access to nutritionally sufficient, socially relevant, and safe foods is defined as a food-insecure person. Materials and methods: Data were obtained from 8613 adults who participated in the Indonesia Family Life Survey (IFLS) in 2007 and 2014. The 10 items of the food frequency questionnaire (FFQ) were used in food consumption score analysis to assess food insecurity based on the concept of the World Food Program (WFP). Depressive symptoms were assessed using 10 items of the self-reported Center for Epidemiologic Studies Depression (CES-D) questionnaire. A linear and multiple logistic regression model with a generalized estimating equation was used to test the hypothesis while accounting for the health behaviors and sociodemographic characteristics. Results: Food consumption score was negatively associated with CES-D 10 score (β-coefficients: −9.71 × 10−3 to −1.06 × 10−2; 95% CIs: −7.46 × 10−3 to −1.26 × 10−2). The borderline and poor food consumption group was positively associated with the depressive symptoms, both in the unadjusted and adjusted models (exponentiated β-coefficients: 1.13 to 1.18; 95% CIs: 1.06 to 1.28). Conclusions: Depressive symptoms were positively significantly associated with food insecurity. Thus, health professionals must be aware of the issue, and should consider health and nutrition programs for adults at risk of food insecurity.