It has been hypothesized that cellular damage caused by oxidative stress is associated with late-life depression but epidemiological evidence is limited. In the present study we evaluated the association between urinary 8-iso-prostaglandin F2α (8-iso-PGF2α), a biomarker of lipid peroxidation, and depressed mood in a large sample of community-dwelling older adults. Participants were selected from the Health, Aging and Body Composition study, a community-based longitudinal study of older persons (aged 70-79 years). The present analyses was based on a subsample of 1027 men and 948 women free of mobility disability. Urinary concentration of 8-iso-PGF2α was measured by radioimmunoassay methods and adjusted for urinary creatinine. Depressed mood was defined as a score greater than 5 on the 15-item Geriatric Depression Scale and/or use of antidepressant medications. Depressed mood was present in 3.0% of men and 5.5% of women. Depressed men presented higher urinary concentrations of 8-iso-PGF2α than non-depressed men even after adjustment for multiple sociodemographic, lifestyle and health factors (p = 0.03, Cohen's d = 0.30). This association was not present in women (depressed status-by-sex interaction p = 0.04). Our study showed that oxidative damage may be linked to depression in older men from a large sample of the general population. Further studies are needed to explore whether the modulation of oxidative stress may break down the link between late-life depression and its deleterious health consequences.