Background: In high altitude regions, people experience biological, inflammatory and brain structure changes that increase the risk of depressive symptoms. The aim of this study was to determine the association between altitude and depressive symptoms in the Peruvian population, adjusting by demographic, socioeconomic and exposure to health risk factors. Methods: We performed a cross-sectional analytical study of data collected annually by the Demographic and Family Health Survey during the period 2013–2020. The presence of depressive symptoms during the last 14 days prior to the survey were measured using scores obtained from the Patient Health Questionnaire-9 (PHQ-9). A generalized linear model (GLM) of gamma family and log link function was used to report the crude and adjusted β coefficients. A quantile regression model was performed as a sensitivity analysis. Results: Data from a total of 215,409 participants were included. After adjusting for demographic, socioeconomic and health risk exposures, the GLM showed that an increase in every 100 m of altitude of residence was positively and significantly associated with the depressive symptoms score (β=0•01 [95% confidence interval: 0•01–0•01]). Limitations: The length of residence in high altitude areas of the population included cannot be established, requiring future research to determine if the results of the present study are similar in native people or permanent residents of high altitude regions. Conclusions: Altitude was positively associated with depressive symptom scores. Our results will allow the development of mental health interventions based on factors that increase the likelihood of depressive symptoms in high-altitudes.