Research is limited investigating the relationship between diet quality and depression among young adult females, who have been found to be more susceptible to experiencing major depression disorder. The National Health and Nutrition Examination Survey data (2013–2014), were used among young adult females ages of 18–25 years old (N = 173) to investigate a potential relationship between diet quality as measured by the HEI-2010, sleep, and depression risk. Linear regression analysis showed that total HEI score was a significant predictor of depression, β = −0.051, t (172) = −2.050, p < .05 and accounted for 2.4% (R² = .024) of the variance in the depression risk category. However, when controlling for key confounding factors, the results became nonsignificant. Overall diet quality (M = 42.9, SD = ±14.0) among young adult females in depression risk category was shown to be less than optimal, which is consistent with current research. The small sample size of the current study was unable to produce significant results, which is not parallel to the body of current research. Research involving this particular subset of the population needs to continue, as well as dietitians’ integral role in possibly mitigating depressive symptoms through dietary interventions that focus on improving the overall diet quality of those suffering from depression.