Skipping breakfast can be potentially harmful because breakfast consumption is considered one of the important health-related behaviors that benefit physical and mental health. As the rate of depression has increased recently, we investigated the association between the frequency of eating breakfast and depression in adults. We obtained the data from the 2013 Korean Community Health Survey; a total of 207,710 survey participants aged 20 years or over were studied. Participants were categorized into three groups by the frequency of breakfast consumption as follows: "seldom," "sometimes," and "always." We performed a multiple logistic regression to investigate the association between breakfast consumption and depressive mood. Subgroup analyses were conducted by stratifying socioeconomic variables controlling for variables known to be associated with depressive symptoms. Participants who had breakfast seldom or sometimes had higher depressive symptoms than those who always ate breakfast ("seldom": OR = 1.43, 95% CI 1.36-1.52; "sometimes": OR = 1.32, 95% CI 1.23-1.40). Subgroup analyses showed that this association was more marked in those who were 80 years or older, those who had low household income, or those with elementary school education level or less. The result of this study suggests that lack of breakfast consumption is associated with depression among adults with different socioeconomic factors.