Objective To examine associations of mindful eating domains with depressive symptoms and depression in three European countries. Moderation by change in appetite—with increased appetite as marker for depression with atypical features — was also tested. Methods Data were collected in Denmark (n = 1522), Spain (n = 1512) and the Netherlands (n = 1439). Multiple linear and logistic regression analyses segregated by country were used to test associations of four mindful eating domains (Mindful Eating Behaviour Scale; MEBS) with depressive symptoms (continuous score on the Center for Epidemiologic Studies Depression Scale; CES-D) and depression (score above the CES-D cut-off value, and/or use of antidepressants, and/or psychological treatment). Moderation by change in appetite was tested with bias-corrected bootstrap confidence intervals. Results The domains Focused Eating, Eating with Awareness and Eating without Distraction were significantly negatively associated with depressive symptoms and depression in all three countries (e.g. Focused Eating Denmark: B = − 0.71, 95% CI: − 0.87, − 0.54; OR = 0.89, 95% CI: 0.86, 0.93). The domain Hunger and Satiety Cues (only measured in the Netherlands) was significantly positively associated with depressive symptoms in the adjusted models (B = 0.09, 95% CI: 0.02, 0.16), but not with depression (OR = 1.02, 95% CI: 0.98, 1.05). These associations were found for both people with and without increased appetite. Limitations The cross-sectional design, which makes it impossible to draw causal conclusions. Conclusions The present study indicates that higher scores on three mindful eating domains are consistently associated with a lower level of depressive symptoms and a lower likelihood of having depression in three European countries.