Given the important role of oxidative stress in the pathogenesis of depression, the potential role of dietary antioxidant supplementation in the prevention of depression has attracted considerable attention. Most studies suggest that dietary carotenoids may play a role in maintaining depressive symptoms due to their antioxidant activity, but some studies concluded the contrary. This study conducted a meta-analysis of observational studies to test the relationship between carotenoid supplements and depressive symptoms. After a comprehensive search of the Cochrane Library, PubMed, Embase Scopus, and Web of Science databases from their inception to 28 July 2022, 12 publications met the inclusion and exclusion criteria, of which 8 were cross-sectional studies, 3 were case-control studies, and 1 was a cohort study, involving a total of 33,466 participants. Pooled meta-analysis found that intake of total carotenoids (OR = 0.61, 95% CI [0.53, 0.71], p < 0.01), beta-carotene (OR = 0.61, 95% CI [0.52, 0.70], p < 0.01), alpha-carotene (OR = 0.71, 95% CI [0.60, 0.83], p < 0.01), lycopene (OR = 0.71, 95% CI [0.55, 0.90], p < 0.01), lutein, and/or corn xanthin (OR = 0.53, 95% CI [0.43, 0.66], p < 0.01) was significantly inversely associated with depressive symptoms, while beta-cryptoxanthin (OR = 1.07, 95% CI [0.52, 2.21], p = 0.86) had no significance. At the same time, this meta-analysis was free of publication bias and heterogeneity. Although further studies are needed to elucidate the causal relationship between carotenoids and depressive symptoms, and to further reveal the mechanism of their association, the results of our meta-analysis suggest that carotenoids are protective factors for depressive symptoms, and dietary intake may help in reducing the risk of depressive symptoms.