Depression is a prevalent mental health disorder that impacts millions of individuals worldwide and can be prevented. Traditional treatments frequently encompass pharmaceutical interventions, potentially accompanied by side effects and constrained effectiveness. Over the past few years, a burgeoning fascination has emerged for the potential of dietary interventions to complement conventional therapies in managing depression. This comprehensive review examines the significance of walnuts in the context of managing depression and associated health conditions. Walnuts are rich in essential nutrients, including omega-3 fatty acids, antioxidants, vitamins, and minerals, all of which play vital roles in maintaining mental and physical well-being. The potential methods via which walnuts could positively impact depression and related health conditions are explored, focusing on their anti-inflammatory, antioxidant, and neuroprotective properties. Results from multiple investigations are summarized in the review that investigate the effect of walnut consumption on depression, anxiety, and cognitive function. Additionally, it assesses the prospective advantages of walnuts in managing comorbid illnesses that are frequently linked to depression, such as cardiovascular disease, obesity, and diabetes. The outcomes of these researches indicate that walnut may have a positive influence on mood, cognition, and overall health. Furthermore, this review discusses the challenges and limitations associated with incorporating walnuts into a diet and provides practical recommendations for their consumption an aspect of a holistic approach to mental health and well-being. In conclusion, this review highlights the emerging significance of walnuts as a nutraceutical in managing depression and associated health conditions.