Malnutrition and depression are highly prevalent in the institutionalised elderly and can lead to unfavourable outcomes. The aim of the present study was to assess associations between nutritional status and depressive symptoms and to explore their impact on self-caring capacity and quality of life (QoL) in elderly nursing-home residents (NHR). We conducted a cross-sectional study with 114 NHR (eighty-six female) with a mean age of 84·6 (sd 9·1) years. Nutritional status was assessed with the Mini Nutritional Assessment (MNA). Depressive symptoms were rated with the Geriatric Depression Scale (GDS). Self-caring capacity was measured with the Barthel index (BI) and QoL was assessed with the short-form thirty-six-item (SF-36) questionnaire. Of the NHR, twenty-six (22·8 %) were malnourished according to the MNA and sixty-six (57·9 %) were at nutritional risk. Of the residents, seventy-five could be assessed with the GDS, whereof sixteen (21·3 %) had major and twenty-six (34·7 %) had minor depressive symptoms. GDS scores tended to be higher in patients with impaired nutritional status (5·4 (sd 3·6) in well-nourished subjects and 6·9 (sd 3·2) in residents with malnutrition or at risk of malnutrition). The MNA correlated significantly with the GDS (r − 0·313; P = 0·006) and the GDS emerged as the only independent risk factor for malnutrition in a multiple regression analysis, whereas age, sex, care level, number of prescriptions and self-caring capacity had no influence. The BI was not reduced in patients with a high GDS. QoL was affected in malnourished residents as well as in study participants with depressive symptoms. The results of the present study point towards an association between malnutrition and depressive symptoms. However, the relationship is complex and it remains unclear whether depression in NHR is the cause or consequence of impaired nutritional status. Further studies are needed to identify the direction of this relationship and to assess the effect of depression treatment on nutritional and functional status as well as on QoL.