Links between environmental chemicals and human health have emerged, but the effects on mental health such as depression were less studied. Therefore, it was aimed to study the relationships between different sets of urinary environmental chemical concentrations and adult depression in a national and population-based setting in recent years. Data was retrieved from the US National Health and Nutrition Examination Survey in 2011–2012 including demographics, serum measurements, lifestyle factors, self-reported health conditions and urinary chemical concentrations. Depression was determined by using the Patient Health Questionnaire with a cutoff point at 9/10. Chi-square test, t test and survey-weighted logistic regression modeling were performed. Among 5560 American adults aged 20–80 years, 363 (7.8 %) people were classified as having depression (Patient Health Questionnaire score ≥ 10). They tended to have history of health events. After full adjustment including urinary creatinine; demographic characteristics; lifestyle factors; health conditions (such as cardiovascular, neurological, respiratory, digestive and bone diseases, and injury); and subsample weighing; and higher levels of manganese, tin, and phthalates including mono-2-ethyl-5-carboxypentyl, mono-n-butyl, mono-isobutyl, and mono-benzyl were associated with adult depression. Similarly, urinary polyaromatic hydrocarbons including 2-hydroxyfluorene, 3-hydroxyfluorene, 9-hydroxyfluorene, 1-hydroxyphenanthrene, 2-hydroxyphenanthrene, 3-hydroxyphenanthrene, 1-hydroxypyrene, 1-hydroxynaphthalene (1-naphthol), 2-hydroxynaphthalene (2-naphthol) and 4-hydroxyphenanthrene were associated with depression. There were no associations observed in urinary arsenic, phenols, parabens, pesticides, perchlorate, nitrate, thiocyanate and polyfluorinated compounds. Urinary heavy metal, phthalates and polyaromatic hydrocarbons were associated with adult depression, being independent of health events. Further elimination of such harmful chemicals might need to be considered in future mental health and environmental policies.