BackgroundInvestigating the link between serum neurofilament protein (sNfL) levels and depression remains an area of limited understanding. This study explores the correlation in US adults and employs Mendelian randomization (MR) to ascertain causality. MethodsOur cross-sectional study analyzed data from participants aged 20 and above in the National Health and Nutrition Examination Survey (2013–2014). We employed a weighted multiple logistic regression model to examine the relationship between ln (sNfL) and depression. Restricted cubic splines (RCS) were used to visualize non-linear relationships. Stratified analyses examined associations between ln(sNfL) and depression in different subgroups. Subsequently, we conducted a two-sample bidirectional Mendelian randomization (MR) to assess the causal relationship between sNfL and depression. The inverse variance-weighted (IVW) method was utilized as the primary analysis. ResultsAmong 1765 participants (mean age 45.19 years; 49.37 % male), 166 had depression with a Patient Health Questionnaire (PHQ-9) score ≥ 10. After adjusting for covariates, a positive correlation remained between sNfL and depression (OR 1.511, 95 % CI: 1.050–2.175). RCS curves indicated a non-linear association, with a turning point at 2.76 pg/ml. Stratified analyses revealed positive correlations in specific subgroups, with interactions involving age, race, family income, recreational activity, and ln(sNfL). MR using IVW found no significant causal relationship between sNfL and depression genetically (OR = 0.956, 95 % CI: 0.878–1.042), with reverse analysis yielding similar results (OR = 0.897, 95 % CI: 0.756–1.065). ConclusionsThis cross-sectional study highlights a significant correlation between ln(sNfL) and depression. However, MR results indicate no causal relationship between sNfL and depression.