AbstractGrowing evidence suggests that hypertensive individuals have a greater risk of developing depression, and depression can also increase the incidence of hypertension. In the hypertensive population, the association between triglyceride glucose (TyG) index and depression remains unclear. This study aimed to assess the association between TyG index and depression in hypertensive people through the cross‐sectional study of the National Health and Nutrition Examination Survey (2007–2018). To assess the relationship between TyG index and depression in hypertensive population, we conducted weighted multiple logistic regression models and used a generalized additive model to probe for nonlinear correlations. In addition, we employed a recursive algorithm to determine the inflection point and established a two‐piece linear regression model. This study enrolled 5897 individuals. In the model adjusted for all covariates, the ORs (95% CI) for the relationship between TyG index and depression in hypertensive population were 1.32 (1.12–1.54). A nonlinear association was found between TyG index and depression, with an inflection point at 8.7. After the inflection point, the ORs (95% CI) were 1.44 (1.15–1.79). Only the interaction with the obese population was statistically significant. Our study highlighted a nonlinear association between TyG index and depression in American hypertensive adults.