Background: Food insecurity and depression are two public health problems in the developing countries. This study aimed to determine the association of food insecurity with depression and socioeconomic status (SES) among medical university students. Methods: This study was conducted among 272 students within the age range of 18-22 years. Participants’ demographic and anthropometric information was evaluated using standard methods. The dietary intakes were collected using a 24-hour dietary recall. Physical activity level was estimated using the International Physical Activity Questionnaire-short form. Food security status was evaluated by the 18-item United States Department of Agriculture (USDA) questionnaire. Depression was assessed by Beck Depression Inventory. Results: The prevalence of food insecurity and depression in participants were 44.1% and 62.5%, respectively. An inverse relationship was found between food insecurity and dietary intake of energy and macronutrients among university students (P ˂ 0.05). In addition, the results revealed an inverse relationship between food insecurity and SES status (P ˂ 0.05). In the food secure group, 19.1% of participants were depressed and in the food insecure group, 54.3% of them were depressed. A positive correlation (P < 0.05) was found between food insecurity and depression. Conclusion: The findings of this study showed a significant relationship between food insecurity and depression. However, longitudinal and interventional studies are needed to establish a causal relationship