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This cross-sectional study aims to screen for depression and suicidal thoughts, as well as identify associated factors, among female trail runners. An online survey was used, collecting participants' sociodemographic data, trail running habits, medical indicators, and screening for depression (using the PHQ-9) and suicidal thoughts (using Q9 of the PHQ-9). A total of 318 female trail runners answered the survey. Depression was defined as PHQ-9 ≥ 10, and suicidal ideation was assessed using item 9 of the PHQ-9. Statistical analyses included chi-square tests and multivariate logistic regression to identify factors associated with a positive screening for depression and suicidal thoughts. A total of 18.9% participants had a positive PHQ-9 score, screening positive for major depression. Factors associated with a positive screening for depression were unemployment (p = 0.004), younger age groups (p = 0.033), trail running fewer than 3 years (p = 0.002) and never having been pregnant or given birth (p = 0.013). Unemployment was the only independent risk factor for depression (p = 0.005). More than 3 years of trail running (p = 0.013) and parity ≥ 1 (p = 0.036) were independent protective factors for depression. Overall, 7.9% participants answered "yes" to question 9 (Q9) of the PHQ-9, indicating the presence of suicidal ideations. Factors associated with a positive screening for suicidal thoughts were weekly training distance >50 km (p = 0.020), previous diagnosis of an eating disorder (p < 0.001) and never having been pregnant (p = 0.008) or given birth (p = 0.033). We present novel data on depression and suicidal thoughts in female trail runners. Nearly 1 in 5 female trail runners screened positive for depression and nearly 1 in 13 screened positive for suicidal thoughts. This highlights the importance of creating awareness for mental health and providing education and access to appropriate support.