Objective: To evaluate the associations between biomechanical, physical, and psychological demands and occupational injury according to depressive symptoms severity. Methods: Two thousand eight hundred eighty-two French working people completed a questionnaire covering sociodemographic characteristics, smoking, alcohol consumption, obesity, job, chronic diseases, depressive symptoms, and injuries during the previous 2-year period. Data were analyzed using logistic regression. Results: Occupational injury (9.2%) strongly related to biomechanical, physical, and psychological demands among depressive-symptoms-free workers (odds ratios ranging from 1.35 to 3.15). These relationships were stronger among the workers with depressive symptoms without medical treatment (11.9%) and among those with persistent symptoms despite a treatment (1.7%), with odds ratios up to 12. These associations were partially confounded (up to 51%) by unhealthy behaviors, health status, and chronic diseases. Conclusions: High-occupational demands and depressive symptoms can be early identified and monitored to prevent injury.