n-3 polyunsaturated fatty acids (PUFAs) have been shown to have preventive effects against depression. In this study, we aimed to investigate the associations between the intake of n-3 PUFAs and depression among people according to sex and weight status. We utilized cross-sectional data from the Shika study in Japan. The study was conducted between 2013 and 2016. Data were collected from adults older than 65 years. Invitation letters were distributed to 2677 individuals, 2470 of whom participated in the study (92.3%). We assessed depressive states using the Japanese short version of the Geriatric Depression Scale (GDS-15). We assessed the intake of n-3 PUFAs using the validated food frequency questionnaire. One thousand six hundred thirty-three participants provided data, among which 327 (20.0%) exhibited depressive symptoms. When we performed the stratified analysis by sex and weight status, there were significant inverse relationships between total n-3 PUFAs, individual n-3 PUFAs, and n-3/n-6 PUFAs ratio and depressive symptoms in overweight/obese females. No correlations were observed between n-3 PUFAs intake and depressive states in males. The results demonstrated a relationship between n-3 PUFAs deficiencies and depressive states, particularly in overweight/obese females. Dietary modifications may help to prevent depressive symptoms in overweight/obese females.