Diet quality has been shown to be inversely associated with depression, but this has not been studied in American Indians (AIs). We examined the prospective association of diet quality and probable depression in a family-based cohort of rural AIs. Using data from the Strong Heart Family Study, we included 1,100 AIs ≥14 years old who were free of probable depression at baseline. We defined probable depression as the presence of moderate or severe depressive symptoms on the Center for Epidemiologic Studies Depression Scale or current use of antidepressant medications. We calculated baseline diet quality from food frequency questionnaires using the Alternative Healthy Eating Index-2010 (AHEI). We used GEE-based multivariate logistic regression to estimate the odds ratio of probable depression at follow up associated with a 10-point higher AHEI score at baseline, adjusted for demographic, psychosocial, and health factors. At follow up, 19% (n = 207) of the sample reported probable depression. Diet quality was not associated with report of probable depression at follow up (OR = 1.16, 95% CI [0.96, 1.39]). Research is needed to examine other temporal dimensions of this relationship and unique aspects of rural AI diets and psychosocial factors that may influence depression.