It is well established that food insecurity is associated with a number of adverse chronic conditions, including depression, and contributes to socioeconomic health disparities. However, the underlying mechanisms and pathways linking food insecurity with chronic disease, especially depression, are not well established. This dissertation aims to evaluate whether dietary inflammatory potential is associated with depression in the general US population, assess whether food insecurity is related to dietary inflammatory potential, and investigate whether participation in SNAP, the largest food assistance program in the US for low income households, may alleviate depressive symptoms. Understanding these associations is necessary in order to develop effective policies to address food insecurity, inform prevention and treatment strategies for depression, and determine whether SNAP participation effectively reduces mental health disparities associated with food insecurity. Data come from the US National Health and Nutrition Examination Survey (NHANES), years 2007 to 2012, and a longitudinal cohort of urban mothers from the Fragile Families and Child Wellbeing Study (FFCWS). Multivariate logistic and linear regression, as well as path analysis and fixed-effects regression are used to investigate aims of this dissertation. Main findings indicate that dietary inflammatory potential is associated with depression, that food insecurity is related to dietary inflammatory potential, and that dietary inflammatory potential mediates the association between food insecurity and depressive symptoms. Additionally, results suggest that the ability of SNAP to address depressive symptoms is dependent on individual perceptions of welfare. Policy implications in addition to avenues for further research are discussed.