Objectives. Depression is highly prevalent in non-Hodgkin’s lymphoma (NHL) patients undergoing chemotherapy. The social stress associated with malignancy induces neurovascular pathology promoting clinical levels of depressive symptomatology. The purpose of this study was to establish an effective depressive symptomatology risk prediction model to those patients. Methods. This study included 238 NHL patients receiving chemotherapy, 80 of whom developed depressive symptomatology. Different types of variables (sociodemographic, medical, and psychosocial) were entered in the models. Three prediction models (support vector machine-recursive feature elimination model, random forest model, and nomogram prediction model based on logistic regression analysis) were compared in order to select the one with the best predictive power. The selected model was then evaluated using calibration plots, ROC curves, and C -index. The clinical utility of the nomogram was assessed by the decision curve analysis (DCA). Results. The nomogram prediction has the most efficient predictive ability when 10 predictors are included ( AUC = 0.938 ). A nomogram prediction model was constructed based on the logistic regression analysis with the best predictive accuracy. Sex, age, medical insurance, marital status, education level, per capita monthly household income, pathological stage, SSRS, PSQI, and QLQ-C30 were included in the nomogram. The C -index was 0.944, the AUC value was 0.972, and the calibration curve also showed the good predictive ability of the nomogram. The DCA curve suggested that the nomogram had a strong clinical utility. Conclusions. We constructed a depressive symptomatology risk prediction model for NHL chemotherapy patients with good predictive power and clinical utility.