The purpose of this study was to determine the relationship between unhealthy eating behavior and depression in adolescents, with confounding variables adjusted. Methods: This study is a secondary analysis of the data collected from the 2013 Korean Youth Risk Behavior Web-based Survey (KYRBWS). The analysis included 72,435 participants (36,655 male and 35,780 female). The data were analyzed by x2 test, t-test, and logistic regression analysis using SPSS Version 21 by complex samples analysis. Results: Compared with male adolescents with healthy eating behavior, those who with unhealthy eating behavior were more likely to suffer depression with other factors controlled (OR=1.37, 1.07~1.75). On the other hand, female adolescents with unhealthy eating behavior were less likely to feel depressed compared with female adolescents with unhealthy eating behavior and with other factors controlled (OR=0.98, 0.64~1.50). However, it was not statistically significant. Conclusion: Our findings suggest that healthy eating behavior may be a protective factor against depression in male adolescents, but not in female adolescents. Furthermore, our results suggest that the longitudinal associations between mental health and healthy eating behavior and other lifestyle factors are complex.