Locomotive syndrome (LS) is a concept that refers to the condition of people requiring healthcare services because of problems associated with locomotion. Depression is a major psychiatric disease among the elderly, in addition to dementia. The purpose of this study was to determine the association between LS and depression. The study participants were 224 healthy elderly volunteers living in a rural area in Japan. LS was defined as scores ≥ 16 on the 25-question Geriatric Locomotive Function Scale (GLFS-25). Depression was defined as scores ≥ 5 on the 15-item Geriatric Depression Scale (GDS-15). Height and body weight were measured. The prevalence of LS and depression was 13.9% and 24.2%, respectively. Compared with the non-LS group, the LS group was older, was shorter, had a higher BMI, and had higher GDS-15 scores. Logistic regression analysis showed that participants with GDS-15 scores ≥ 6 had higher odds for LS than those with GDS-15 scores < 6 (odds ratio [OR] = 4.22). Conversely, the depression group had higher GLFS-25 scores than the nondepression group. Participants with GLFS-25 scores ≥ 5 had higher odds for depression than those with GLFS-25 scores < 5 (OR = 4.53). These findings suggest that there is a close relationship between LS and depression.