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Background: Depression has been associated with nonalcoholic fatty liver disease (NAFLD). Data addressing the impact of depression on NAFLD‐related mortality are evolving. We aim to study the association of depression in NAFLD and all‐cause/cause‐specific mortality in the United States. Methods: A total of 11,877 individuals with NAFLD in the 2007–2016 National Health and Nutrition Examination Survey with the availability of linked mortality through 2019 were analysed. NAFLD was defined by utilizing the hepatic steatosis index in the absence of known causes of chronic liver disease. Depression and functional impairment due to depression were assessed using the Patient Health Questionnaire. Results: During the median follow‐up of 7.6 years, individuals with depression among individuals with NAFLD had a 35% higher all‐cause mortality than those without depression (hazard ratio [HR]: 1.35, 95% confidence interval [CI]: 1.03–1.75) after adjusting for demographic, lifestyle and clinical risk factors. NAFLD with functional impairment due to depression had a 62% higher all‐cause mortality than NAFLD without functional impairment (HR: 1.62, 95% CI: 1.10–2.39). Depression in NAFLD was associated with an approximately 50% increase in the risk for cardiovascular mortality, with a 2‐fold higher cardiovascular mortality in those with functional impairment compared to those without (HR: 2.07, 95% CI: 1.30–3.30). However, there was no significant difference in cancer‐ and accident‐related mortalities in NAFLD with or without depression. Conclusions: Depression among individuals with NAFLD was associated with a higher risk for all‐cause and cardiovascular mortality in the United States. [ABSTRACT FROM AUTHOR]