Background: Liver disease and depression are known to be closely associated. Non-invasive tests (NIT), such as the FIB-4 score, have been recommended by different guidelines to rule out advanced fibrosis and to stratify the risk of liver-related outcomes in patients with chronic liver diseases. However, the predictive value of an elevated FIB-4 score regarding the development of depression and/or anxiety disorders among the general population is unknown. Methods: By using the Disease Analyzer database (IQVIA), which compiles diagnoses and laboratory values as well as basic medical and demographic data of patients followed in general practices in Germany, we identified 370,756 patients with available lab values for FIB-4 score calculation between 2005 and 2019. Patients with an FIB-4 score < 2 were matched 1:1 to patients with an FIB-4 index ≥ 2 by age, sex and yearly consultation frequency. Results: In regression analysis, the incidence rate ratio (IRR) of depression was significantly higher among patients with an FIB-4 score ≥ 2.0 compared to patients with a lower FIB-4 score <2.0 (IRR: 1.12, p < 0.001). This association was significant for both female (IRR: 1.10, p = 0.004) and male (IRR: 1.15, p < 0.001) patients and strongest in the age groups ≤50 years (IRR: 1.42, p < 0.001) and 51-60 years (IRR: 1.34, p < 0.001). There was no significant association between an elevated FIB-4 score ≥ 2.0 and the incidence of depression among patients aged 60 years and older. There was no significant increase in the IRR of anxiety disorders for patients with high or low FIB-4 scores. Conclusion: Our study suggests a previously unknown association between an elevated FIB-4 score and an increased incidence of depression. This finding suggests that the FIB-4 score is not only a valuable tool for the prediction of liver-specific endpoints but also may be of relevance for the prediction of extrahepatic comorbidities, which in turn may argue for clinical screening programs in patients with an elevated FIB-4.