BACKGROUND: Depression may be a contributing factor to cholelithiasis. However, the exact correlation between cholelithiasis and depression severity remains unclear. METHODS: First, a two-sample Mendelian randomization (MR) analysis was performed to validate previous research findings, utilizing separate datasets for major depressive disorder (MDD) and cholelithiasis. The MDD dataset (135,458 cases, 344,901 controls) came from a published GWAS, and cholelithiasis data (19,023 cases, 195,144 controls) were sourced from FinnGen. The primary analytical approach for the MR study was the inverse variance weighting (IVW) method. Second, an observational study based on the National Health and Nutrition Examination Survey (NHANES) was conducted to explore the relationship between the severity of depression and cholelithiasis. 7071 participants were included in the observational study in total. Depression severity (no, mild, moderate, severe) was measured by Patient Health Questionnaire-9 (PHQ-9). Weighted multivariable-adjusted logistic regression was employed to assess the association between depression severity and cholelithiasis. RESULTS: In the MR study, the IVW analysis revealed that MDD may increase the risk of cholelithiasis (OR 1.25, 95% CI 1.07-1.45, P = 0.004). The observational study showed that moderate (OR 1.06, 95% CI 1.00-1.11, p = 0.037) and severe (OR 1.07, 95% CI 1.00-1.15, p = 0.044) depression rises the incidence of cholelithiasis. However, no significant association was found between mild depression and cholelithiasis (p = 0.275). CONCLUSIONS: Moderate and severe depression might rise the incidence of cholelithiasis, while mild depression may not. Further validation through prospective studies is necessary.