Objective To identify a high-sugar (HS) dietary pattern, a high-saturated-fat (HF) dietary pattern and a combined high-sugar and high-saturated-fat (HSHF) dietary pattern and to explore if these dietary patterns are associated with depressive symptoms. Design We used data from the HELIUS (Healthy Life in an Urban Setting) study and included 4969 individuals aged 18-70 years. Diet was assessed using four ethnic-specific FFQ. Dietary patterns were derived using reduced rank regression with mono-and disaccharides, saturated fat and total fat as response variables. The nine-item Patient Health Questionnaire (PHQ-9) was used to assess depressive symptoms by using continuous scores and depressed mood (identified using the cut-off point: PHQ-9 sum score ≥10). Setting The Netherlands. Results Three dietary patterns were identified; an HSHF dietary pattern (including chocolates, red meat, added sugars, high-fat dairy products, fried foods, creamy sauces), an HS dietary pattern (including sugar-sweetened beverages, added sugars, fruit (juices)) and an HF dietary pattern (including high-fat dairy products, butter). When comparing extreme quartiles, consumption of an HSHF dietary pattern was associated with more depressive symptoms (Q1 v. Q4: β=0·18, 95 % CI 0·07, 0·30, P=0·001) and with higher odds of depressed mood (Q1 v. Q4: OR=2·36, 95 % CI 1·19, 4·66, P=0·014). No associations were found between consumption of the remaining dietary patterns and depressive symptoms. Conclusions Higher consumption of an HSHF dietary pattern is associated with more depressive symptoms and with depressed mood. Our findings reinforce the idea that the focus should be on dietary patterns that are high in both sugar and saturated fat.