Background: Substantial evidence provides support for the role of diet in the prevention and control of mental disorders. However, since there is no study regarding the relationship between dietary diversity and stress or depression, we aimed to determine the relationship between the dietary diversity score (DDS) and stress and depression in women. Methods: This descriptive-analytical cross-sectional study was performed on 360 women aged 20–49 years attending health centers in the south of Tehran. The dietary intake and score of depression, anxiety, and stress were measured using a 24-h dietary recall and the 42-item depression, anxiety, stress scales questionnaire, respectively. The DDS was calculated based on the FAO 2013 guidelines. Data were analyzed using Chi-square, analysis of variance, Spearman correlation coefficient, and multivariable logistic regression tests. Results: In total, 31.4 and 25.8% of the subjects suffered from depression and stress, respectively. After adjusting for confounders, a one-unit increase in DDS was associated with a 39% reduction in the risk of severe depression. The DDS was not significantly associated with mild or moderate depression, and no significant relationship was observed between the DDS and stress. Conclusions: The DDS could be inversely associated with depression in women. Since we observed no significant relationship between stress and DDS, further studies are needed in this regard.