Objective: We examined the associations between allostatic load (AL) and sociodemographic factors, depressive symptoms, lifestyle and health characteristics in a population-based sample of 4993 adults in Finland. Methods: Thirteen biomarkers were used to construct AL. High AL was defined as scoring highly in ≥4 items. Results: AL scores of 4 and above were exceeded in the age group of 45–54 years in men and 65–74 years in women. Age was the strongest predictor for belonging to the high AL score group. In addition, elevated depressive symptoms (BDI-6 ≥ 4), male sex, not engaging in physical exercise, high alcohol use and a low level of education were associated with an increased likelihood of belonging to the high AL group. Conclusion: The older the participants were, the greater their AL burden was. However, AL burden increased more steeply as a function of age in men. In addition to lifestyle interventions, effective prevention strategies for depression at the population level could have a major public health impact in reducing the accumulation of AL burden.