Studies have extensively examined the factors contributing to the onset of occupational stress, burnout, and depression. However, the relationship between these variables is limited. This study aimed to explore the association between occupational stress, burnout, and depressive symptoms and to investigate the mediating effect of burnout between occupational stress and depressive symptoms in medical staff. A cross-sectional survey was conducted among medical staff in Chongqing, China. The Core Occupational Stress Scale (COSS), Maslach Burnout Inventory: General Survey (MBI-GS), and Patient Health Questionnaire-9 (PHQ-9) were used to assess the status of occupational stress, burnout, and depressive symptoms, respectively. The bootstrapping analyses using SPSS PROCESS macros version 3 were conducted to examine mediating effects. The study conducted on medical staff in Chongqing revealed that the detection rates of occupational stress, occupational burnout, and depressive symptoms were 31.8%, 23.3%, and 30.3%, respectively. Hierarchical regression analysis revealed that occupational stress and burnout accounted for 19.3% (p < 0.001) and 18.8% (p < 0.001) of the variance in depressive symptoms, respectively. Mediation analysis showed that occupational stress indirectly affected depressive symptoms through the mediating effect of occupational burnout, with a mediation effect value of 0.13 (bootstrap 95% CI: 0.116-0.144) and the mediation effect accounting for 44.8% of the total effect. Our results indicated that occupational stress and burnout were predictors of depressive symptoms. Occupational stress had a significant indirect effect on depressive symptoms via burnout. These results suggest that reducing occupational stress and burnout could be effective strategies for preventing depression among medical staff.