Diet is proposed to have a stimulatory or preventative influence on mental health and the risk of depressive symptoms, given that the diet can have either a pro- or an anti-inflammatory effect. This study aimed to collate the relation between dietary inflammatory potential and the risk of depression. PubMed, Google Scholar, ScienceDirect, and Scopus databases, as well as Google were searched for articles published at any date until May 2018. Original English-language articles involving human participants and studies that investigated the association between dietary inflammatory potential and the risk of developing depression were included. Duplicated and irrelevant reports were screened out and data were extracted during critical analysis. Our search method initially identified 173 articles, of which 48 remained after duplicates had been removed. Thirteen articles were screened and identified as being relevant to the study topic. After critical analysis, 12 articles were included in the final analysis. All of the articles but 1 reported that higher dietary inflammatory index (DII) is associated with a higher risk of developing depression. Three studies indicated that DII was positively correlated with circulating inflammatory markers; however, in these studies increased concentrations of circulating inflammatory markers did not predict the diet-depression relation. Low literacy, unhealthy lifestyle, nutritional status, marital status, and age were potent contributory factors to whether or not a diet with inflammatory potential was consumed. These findings support the hypothesis that the DII is an appropriate tool for measuring dietary inflammatory potential, and reinforce the role of diets with inflammatory potential in the pathophysiology of depression.