Depression, a leading cause of global disability, arises from a multifaceted combination of genetic and environmental components. This study explores the relationship between major depressive disorder (MDD) polygenic scores (PGS), characteristics and symptoms of depression, and community-shared socioeconomic factors derived from postal code data in a cohort of 12,646 individuals from the Australian Genetics of Depression Study (AGDS). Our findings reveal that people living in areas with relatively higher socioeconomic advantages and education/occupation scores are more likely to report experiencing fewer depressive symptoms during their worst depressive period, as well as fewer number of lifetime episodes. Additionally, participants who reported depression onset later in life tend to currently reside in wealthier areas. Interestingly, no significant interaction between genetic and socioeconomic factors was observed, suggesting their independent contribution to depression outcomes. This research underscores the importance of integrating socioeconomic factors into psychiatric evaluation and care, and points to the critical role of public policy in addressing mental health disparities driven by socioeconomic factors. Future research should aim to further elucidate the causal relationships within these associations and explore the potential for integrated genetic and socioeconomic approaches in mental health interventions.