This study attempts to detect potential associations between depression and adipose docosahexaenoic acid (c22:6 n-3) (DHA), a valid indicator for long-term dietary intake of DHA, in a profoundly religious group that strictly adheres to the Orthodox Christian Church (OCC) rituals and lifestyle. A total of 24 strict fasters and 27 control subjects were included in the study. The two study groups did not differ with regard to depressive symptoms distribution. Adipose tissue DHA was inversely associated with depression, while adherence to the OCC diet was strongly correlated with adipose DHA levels compared to controls. In conclusion, increased long-term dietary DHA intake was associated with decreased depression occurrence, whereas adherence to the OCC dietary recommendations, which allows for frequent fish and seafood consumption, was associated with increased adipose and dietary DHA levels, known for their essential role on optimal neuronal function and protection against a number of chronic diseases.