Depression may be accompanied by increased oxidative stress and decreased circulating anti-oxidants. This study examines the association between depressive symptoms, F2-isoprostanes and carotenoids in a US community sample. The study includes 3009 participants (mean age 40.3, 54.2% female) from CARDIA (Coronary Artery Risk Development in Young Adults). Cross-sectional analyses were performed on data from the year 15 examination (2000–2001) including subjects whose depressive symptoms were assessed with the Center for Epidemiologic Studies Depression Scale (CES-D) and had measurements of plasma F2-isoprostanes (gas chromatography/mass spectrometry) or serum carotenoids (high-performance liquid chromatography). Carotenoids zeaxanthin/lutein, β-cryptoxanthin, lycopene, α-carotene, β-carotene were standardized and summed. Longitudinal analyses were conducted using the data from other examinations at 5-year intervals. Cross-lagged analyses investigated whether CES-D predicted F2-isoprostanes or carotenoids at the following exam, and vice versa. Regression analyses were controlled for sociodemographics, health and lifestyle factors. F2-isoprostanes were higher in subjects with depressive symptoms (CES-D⩾16) after adjustment for sociodemographics (55.7 vs 52.0 pg ml−1; Cohen’s d=0.14, P<0.001). There was no difference in F2-isoprostanes after further adjustment for health and lifestyle factors. Carotenoids were lower in those with CES-D scores ⩾16, even after adjustment for health and lifestyle factors (standardized sum 238.7 vs 244.0, Cohen’s d=−0.16, P<0.001). Longitudinal analyses confirmed that depression predicts subsequent F2-isoprostane and carotenoid levels. Neither F2-isoprostanes nor carotenoids predicted subsequent depression. In conclusion, depressive symptoms were cross-sectionally and longitudinally associated with increased F2-isoprostanes and decreased carotenoids. The association with F2-isoprostanes can largely be explained by lifestyle factors, but lower carotenoids were independently associated with depressive symptoms.