Elevated ApoB and gTyG indices were strongly associated with depression risk in both the unadjusted and fully adjusted models (ApoB Q4 vs. Q1: OR 5.41, 95% CI 3.72–7.87; gTyG Q4 vs. Q1: OR 2.88, 95% CI 1.88–4.41; both P < 0.001), demonstrating clear nonlinear dose–response relationships. Here, APOB is linked to major depressive disorder.