Menopause is an obligatory phenomenon in a woman’s life. Some women face mental and physical issues during their menopausal period. Depression is one of the issues some women struggle with during their menopausal period. The scarcity of specialists, lack of knowledge, and awareness is the motivating factor in this research to predict depression among menopausal women and enhance their quality of life. The prediction of depression symptoms among menopausal women with machine learning techniques is promising and challenging in artificial intelligence. This study develops a system with significant accuracy using a supervised machine-learning approach. Various classification algorithms are used to determine the best-performing classifier by evaluating multiple parameters, including accuracy, sensitivity, specificity, precision, recall, F-Measure, Receiver Operating Characteristic (ROC), Precision–Recall Curve (PRC), and Area Under the Curve (AUC). We found that Random Forest and XGBoost classifiers are the performers with 99.04% accuracy employing the 14 most significant features.