Objective: The main objective of this research was to develop a suitable prediction model to classify the symptoms of depression experienced by people. Methodology: This research incorporates the dataset of the “Centres for Disease Control and Prevention National Health and Nutrition Examination Survey,” which was available on GitHub. After that, pre-processing of the dataset was done using the infinite latent feature selection (ILFS) algorithm to extract the appropriate features from the dataset. After that, the dataset was split into 70:30 ratios. About 70% of the data is employed for training the machine learning algorithm, while the remaining 30% is used for testing. Further, for classification purposes, multiple machine learning algorithms were taken into consideration using the ensemble learning classifier, and the final prediction was made based on the voting classifier. The voting classifier helps determine which machine learning algorithm has superior performance over other machine learning algorithms. Finally, the proposed approach is evaluated via simulation on the dataset, with a number of metrics for performance being obtained. Finding: The result demonstrates that the suggested model achieves a high-value accuracy of 0.9166, a prediction value of 0.9177, a sensitivity value of 0.9984, a specificity value of 0.9984, and an F1-Score value of 0.9564. Finally, the comparison shows that the proposed mode outperforms machine learning algorithms, namely, ANN, XGBoost, Adaboost, random forest, stochastic gradient boosting, and SVM. Novelty: The proposed model was classified using various machine learning algorithms in place of one. Therefore, the accuracy of the proposed model was high. Keywords: Anxiety, Classification, Depression, Ensemble Learning, ILFS, Linear Regression, ML, Prediction, Stress