Climate change has a profound impact on the mental health and well-being of people all over the world. However, studies on the impacts of climate-driven rising sea levels on mental health remain few. This study aims to examine the risk of depression among people who live in coastal areas susceptible to the natural hazards associated with climate change. We used the Indonesia Basic Health Survey 2018, which included 642,419 adults in Indonesia. Multivariable logistic regression analysis was conducted to examine the relationship between living in a coastal hazard area and depression. We included socio-demographics, health status, and health access information in the analysis to identify the most vulnerable groups. Our findings show that people who live in coastline hazard areas have 1.13 times higher odds to have depression than people who live outside those areas. Individuals living in the coastal hazards areas who were less likely to have autonomous mobility or resources, including young adults, females, those with low socio-economic conditions, and those with pre-existing health conditions, had a higher risk of depression than other groups. Culturally acceptable and effective mental health interventions should thus target these vulnerable populations and settings to effectively reduce climate-related health risks. © The Author(s) 2025.