© 2019, The Author(s). Purpose: We examined whether long-term adherence to three diet quality scores—the Alternative Healthy Eating Index-2010 (AHEI-2010), Dietary Approach to Stop Hypertension (DASH) and transformed-Mediterranean Diet Score (tMDS), Alternative Healthy Eating Index-2010 (AHEI-2010) and Dietary Approach to Stop Hypertension (DASH) is associated with the risk of recurrent depressive symptoms. Methods: Analyses were conducted on a sample of 4949 men and women from the Whitehall II study. Diet scores were calculated using data collected from food frequency questionnaires repeated over 11 years of exposure (1991/1993–2002/2004). Recurrence of depressive symptoms was defined when participants reported at least two episodes of depressive symptoms (assessed by Center for Epidemiologic Studies Depression Scale and use of antidepressants) over the four phases of follow-up (2002/04–2015/16). Results: After adjustment for potential cofounders, higher scores on AHEI-2010, DASH and tMDS at the end of the exposure period were associated with lower risk of recurrent depressive symptoms over the 13-year follow-up. Repeat measures of dietary history showed that participants who maintained a high AHEI-2010 score over the 11-year exposure period had a 19% (OR 0.81, 95% CI 0.65–1.00) lower odds of recurrent depressive symptoms compared to those who maintained a low AHEI score. Participants whose AHEI-2010 score decreased over time had a 1.34-fold increased odds (95% CI 1.02–1.75) of developing recurrent depressive symptoms compared to those maintaining a high AHEI-2010. No robust associations were observed for long-term tMDS and DASH. Conclusion: Our findings suggest that long-term adherence to healthy diet defined by Alternative Healthy Eating Index-2010 confers protection against recurrent depressive symptoms.