Objectives: Higher levels of depression have been documented among older adults who reside in an assisted living facility, compared with those who remain in their own homes. The aims of the current study were to test whether the relationship between housing type and depressive symptoms was mediated by a sense of belonging and whether housing type and sense of belonging interact to influence the depressive symptoms among older adults (moderation model). Method: A sample of 257 older adults who lived in their own homes and 166 older adults who lived in an assisted living facility completed the psychological subscale of the Sense of Belonging Instrument and the Center for Epidemiologic Studies Depression Scale. Results: Results showed that a sense of belonging partially mediated the relationship between housing type and depressive symptoms, such that living in a nursing home was associated with lower levels of belonging, and lower levels of belonging were, in turn, associated with higher levels of depressive symptoms. Residing in an assisted living facility was associated with depressive symptoms at low and average levels of belonging. Conclusion: Results highlight the need for more research on the role of sense of belonging as an influencing factor on depressive symptoms among institutionalised older adults for both theoretical and treatment goals.