Magnesium is the second most predominant intracellular cation and it is an important cofactor in over 300 enzymatic reactions. It is a calcium antagonist and a voltage-dependent blocker of the N-methyl-D-aspartate channel, which plays a role in the entrance of calcium into the neuron. Other mechanisms also add biological plausibility to neuro-protective properties for magnesium, including an inverse association with major depression. A higher magnesium intake has been related to lower depressive symptoms. However, epidemiological evidence on this issue is scarce. Our aim was to prospectively evaluate the association between dietary magnesium intake and depression incidence in a cohort of 12,939 Spanish university graduates initially free of depression (Seguimiento Universidad de Navarra Cohort Study). Total magnesium intake was assessed with a validated, semiquantitative FFQ and incident depression was ascertained through self-reports of a new clinical diagnosis of depression done by a medical doctor and/or the habitual use of antidepressive drugs. The self-report was validated against the Diagnostic and Statistical Manual of Mental Disorders (4th edition) criteria in a subsample of the cohort. Cox regression models were used to obtain HR of incident depression during follow-up according to baseline quintiles of magnesium intake using the lowest quintile as the reference category. After a median follow-up of 6.3 y, 737 new cases of depression were identified. No association between magnesium intake and depression was found, with multivariate-adjusted HR = 1 (reference), 1.00 (95% CI: 0.78-1.27), 1.00 (0.76-1.31), 0.95 (0.70-1.30), and 1.11 (0.77-1.59) for increasing categories (quintiles 1-5) of total magnesium intake. No dose-response relationship was found (P-trend = 0.59). Results were robust through different sensitivity analyses, including nutrient density or residual models. In conclusion, our findings do not suggest an inverse association between magnesium intake and depressive disorder.