Average body mass index (BMI) and depression prevalence grew over the last several decades, increasing medical expenditures. There is a strong correlation between obesity and depression but limited evidence on the causal effect of weight on mental health. I use an index of genetic risk for high BMI as a source of exogenous variation in weight to provide novel evidence on the effect of weight on mental health. This is one of the first studies to use genetics as an instrument for BMI and to examine the causal relationship between weight and depression.