Objectives: In this research, we aimed to investigate the relationship between Internet use and depression levels among Chinese residents. Methods: We conducted a cross-sectional study to analyze adults ≥ 18 years old in China using China Family Panel Studies (CFPS) 2018 data. Results: The sample included 23,258 participants. Overall, Internet users presented lower levels of depression compared to non-Internet users. The analysis of the Internet user group showed a U-shaped relationship between the length of free time Internet use and the depression index. Moderate Internet use was significantly associated with a decrease in the depression index after 11 hours per week, Internet use was significantly associated with an increase in the depression index. Analysis of socio-demographic characteristics revealed significant differences in depression indices between urban and rural areas, and between different age, gender, education level, socio-economic status, and health level groups (p<.001). Conclusion: There is a need to increase the popularity of the Internet. Internet users should control the length of their Internet use to more rational levels. In the process of large-scale prevention and treatment of depression, it is necessary to pay attention to the differences in depression levels between groups to target solutions.