Intake of sweet food, beverages and added sugars has been linked with depressive symptoms in several populations. Aim of this study was to investigate systematically cross-sectional and prospective associations between sweet food/beverage intake, common mental disorder (CMD) and depression and to examine the role of reverse causation (influence of mood on intake) as potential explanation for the observed linkage. We analysed repeated measures (23,245 person-observations) from the Whitehall II study using random effects regression. Diet was assessed using food frequency questionnaires, mood using validated questionnaires. Cross-sectional analyses showed positive associations. In prospective analyses, men in the highest tertile of sugar intake from sweet food/beverages had a 23% increased odds of incident CMD after 5 years (95% CI: 1.02, 1.48) independent of health behaviours, socio-demographic and diet-related factors, adiposity and other diseases. The odds of recurrent depression were increased in the highest tertile for both sexes, but not statistically significant when diet-related factors were included in the model (OR 1.47; 95% CI: 0.98, 2.22). Neither CMD nor depression predicted intake changes. Our research confirms an adverse effect of sugar intake from sweet food/beverage on long-term psychological health and suggests that lower intake of sugar may be associated with better psychological health.