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Background Chronic kidney disease (CKD) requiring peritoneal dialysis imposes a substantial physical, emotional, and social burden on patients. Among the non-biological factors influencing patient outcomes, depressive symptoms have emerged as a key determinant of health-related quality of life (HRQoL). However, the relationship between depression and HRQoL has not been fully characterized in patients undergoing peritoneal dialysis, particularly in Latin American populations. Objective To evaluate how depressive symptoms relate to HRQoL in patients with CKD undergoing peritoneal dialysis. Methods An observational, cross-sectional study was conducted at a second-level healthcare center of the Mexican Social Security Institute (IMSS) between June and December 2025. A total of 150 adult patients undergoing peritoneal dialysis were included. HRQoL was assessed using the Kidney Disease Quality of Life-36 (KDQOL-36) instrument, and depressive symptoms were evaluated using the Patient Health Questionnaire-9 (PHQ-9). Descriptive statistics were expressed as medians and interquartile ranges (IQR; q25-q75) or frequencies and percentages. Spearman's rank correlation coefficient was used to evaluate the relationship between variables. Results The median HRQoL score was 53.19 (q25-q75: 38.7-65.7), and the median PHQ-9 score was seven (q25-q75: 4-11), corresponding predominantly to mild depressive symptoms. A strong and statistically significant inverse relationship was observed between depressive symptoms and HRQoL (rₛ = -0.771, p<0.001). Additionally, a progressive decline in quality of life scores was identified with increasing severity of depressive symptoms, demonstrating a clear gradient effect. Conclusion Depressive symptoms are strongly related to impaired HRQoL among patients receiving peritoneal dialysis. These findings highlight the importance of incorporating routine mental health assessment and multidisciplinary interventions into nephrology care to improve patient-centered outcomes.