Several foods from the Mediterranean Diet (MeDi) have already been characterized as beneficial for depression risk, while studies focusing on adherence to the overall MeDi are lacking among older adults at higher risk of depression. The aim of this study was to assess the association between MeDi adherence and the risk of depressive symptomatology (DS) in an older French cohort followed for 15 years. Participants from the Three-City Bordeaux cohort answered a food frequency questionnaire used to assess their MeDi adherence. The Center for Epidemiologic Studies Depression (CES-D) scale score of 16 or greater and/or use of antidepressant treatment ascertained at each visit defined incident DS. Random-effect logistic regression models were adjusted for potential confounders. Among 1018 participants, aged 75.6 years (SD 4.8 years) on average at baseline, 400 incident cases of DS were identified during the follow-up. Only when restricting the definition of DS to a CES-D score ≥ 16 was a borderline-significant trend towards a benefit of greater adherence to the MeDi with reduced odds of DS found (p-value = 0.053). In this large sample of older French adults, a potential benefit of greater adherence to the MeDi regarding the risk of DS would depend on the definition of DS.