After adjustments for potential confounders (age, sex, BMI, IPAQ, Kt/v, albumin, hemoglobin, smoking, fall history, depression, malnutrition, and Charlson comorbidity index), handgrip strength (HR = 0.96, 95% CI 0.92–0.99), gait speed (HR = 0.40, 0.18–0.92), TUGT (HR = 1.03, 1.01–1.04) were significantly associated with depressive symptoms. Here, ALB is linked to depressive disorder.