Metabolic syndrome has become a global epidemic, and the age of its onset is decreasing. However, its prevalence can be reduced by lifestyle modifications. This study examined the differences in sleep disturbance, physical activity, and health-related quality of life associated with depressive symptoms in patients with metabolic syndrome aged ≥ 40 years. This cross-sectional secondary analysis of data from the 2016 and 2018 Korean National Health and Nutrition Examination Surveys. Of 1404 patients with metabolic syndrome aged ≥ 40 years, depressed and non-depressed patients (103 vs. 103) were matched 1:1 on demographic characteristics using propensity score matching. The outcome variables were then compared between the two groups. We investigated health status, including metabolic syndrome indices, health behaviors, such as sleep disturbances and physical activity, and health-related quality of life. After propensity score matching, health-related quality of life was the only variable that differed significantly between the groups; it was significantly lower in patients with depression (0.77) than in those without depression (0.88) (p = 0.001). Our results suggest that depression with metabolic syndrome is likely to cause a decrease in patients' quality of life; therefore, development of management systems and programs for early intervention to tackle at-risk groups is necessary.