Background: Recent evidence has indicated a greater number of protective factors are associated with a greater decreased risk for depression and depressive symptoms compared with individual factors alone. Moreover, adherence to healthy modifiable lifestyle behaviors may lower the risk of depression regardless of underlying genetic risk. Objectives: We longitudinally evaluated the association of the Mediterranean lifestyle (MEDLIFE) with the risk of depression. Methods: We prospectively analyzed data from 15,279 participants (6089 men and 9190 women, mean age 37 y) in the Seguimiento Universidad de Navarra cohort. The MEDLIFE index is composed of 28 items on food consumption, dietary habits, physical activity, rest, social habits, and conviviality, each of which was assigned 0 or 1 point. Final scores ranged from 0 to 28 points and were categorized into quartiles of MEDLIFE adherence. Cox proportional regression models determined the association of total MEDLIFE adherence, each item, and block with incident depression. Results: After a mean follow-up of 11.7 y, 912 (6%) incident cases of depression were reported. The mean +/- SD final score for MEDLIFE adherence was 11.9 +/- 2.7 points. The multivariable model showed that compared with the first quartile, the second and third quartiles of MEDLIFE adherence were significantly associated with a decreased relative risk for incident depression (HR: 0.82; 95% CI: 0.69, 0.96 and HR: 0.74; 95% CI: 0.61, 0.89, respectively). The fourth quartile did not show a statistically significant association with incident depression (HR: 0.89; 95% CI: 0.73, 1.09). Conclusions: MEDLIFE adherence may decrease the risk of depression in a Spanish cohort of university graduates. Given no clear association was observed among the highest MEDLIFE adherence, future studies are warranted to better understand the nature of this association. Evidence on MEDLIFE, beyond the Mediterranean diet, may contribute toward more effective prevention strategies for depression.