Although low serum 25-hydroxyvitamin D (25(OH)D) and elevated serum parathyroid hormone (PTH) have been associated with depression in clinical settings, this link in community-dwelling individuals is inconclusive. The present study aimed at examining the association between serum 25(OH)D and PTH levels and the presence of depression in a national population-based household sample of 4,002 Jordanian participants aged ≥25 years. The DASS21 depression scale was used to screen for depression, and serum concentrations of 25(OH)D and PTH were measured by radioimmunoassay. Multiple logistic regression models were used to explore the association between serum 25(OH)D and PTH levels and depression. The unadjusted odds ratio (OR) decreased linearly with increasing quartiles of serum 25(OH)D ( P trend  = 0.00). The OR for having depression was significantly higher among individuals in the first and second quartiles (OR = 1.4, 1.23, respectively) than among those in the fourth quartile ( P values = 0.00 and 0.03, respectively). This relationship remained significant after adjusting for age, sex, marital status, education, BMI, serum creatinine, number of chronic diseases (OR = 1.39 and 1.21 and P values = 0.00 and 0.05, respectively) and after further adjustment for exercise, altitude, and smoking (OR = 1.48 and 1.24, respectively, and P values = 0.00 and 0.03, respectively). No significant association was found between serum PTH levels and depression. The decrease in risk of depression among participants started to be significant with serum 25(OH) D levels higher than 42.3 ng/ml (lower limit of the range of the third quartile). This value may help pinpoint the desirable level of serum 25(OH)D to be attained to help aid the prevention and treatment of depression.