Participants with high depressive symptoms were more likely to be female and live alone; were more likely to be currently drinking, currently smoking, overweight, and obese; had a lower level of education and economic; had a lower percentage of hypertension, lipid‐lowering therapy and hypoglycemic treatment; had a higher percentage of diabetes overweight, cancer, MetS, and antidepressant; had lower albumin, creatinine, HDL cholesterol, and PHQ‐9; and had higher lymphocyte count, hsCRP, glucose, triglyceride, and lymphocyte to HDL‐C ratio (LHR). Here, ALB is linked to diabetes mellitus.