The Dark Triad (DT) is composed of three closely related personality traits: psychopathy, Machiavellianism and narcissism. These traits have been linked to emotional deficits. The aim of the present study was to analyze the relationship between the DT traits, including sub-dimensions, and depressive symptoms in order to identify those factors most strongly associated with the development of depression in individuals scoring high on DT. For these purposes, a total of 791 adults ( M = 35.76 years; 24.91% males) completed a questionnaire battery including DT traits and depression measures. A positive significant correlation was found between psychopathy and Machiavellianism traits (total score and all sub-dimensions) and depressive symptoms. For narcissism, the direction of the correlation was dependent on the sub-dimension assessed. A model explaining 26.2% of the depressive symptoms scores was composed of the callous affect and criminal tendencies sub-dimensions of psychopathy, cynical view of human nature, which is a sub-dimension of Machiavellianism, and entitlement and self-sufficiency, which are sub-dimensions of narcissism. In addition, some of the relationships found between DT sub-dimensions and depressive symptoms appeared to depend on gender. Our results could have implications for detection and intervention programs aimed at decreasing the negative emotional consequences suffered by individuals with high DT scores. Limitations and future lines of research are discussed.