Socio-political conflicts, especially if accompanied by violent events, can affect the mental health of the population. This study aimed to estimate the causal effect of social protest-related violence on depressive symptoms during the 2019 social uprising in Chile. We collected population-representative data from a nationwide longitudinal survey (n = 2918), the fourth wave of which took place during the months of the social uprising in Chile (November 2019 and March 2020). Depressive symptoms were measured using the Patient Health Questionnaire-9, while violence related to social protest was measured as the perception of destruction at the neighbourhood level. To assess the casual relationship between destruction perception and depressive symptoms, we utilized an instrumental variable regression model. Our analysis controlled for relevant sociodemographic factors, participation in social protest, and history of mental health treatment. Results showed that perceived neighbourhood destruction during the 2019 social uprising significantly increased PHQ-9 score by 3.702 points, prevalence of moderate to severe depressive symptoms by 18.7%, and likelihood of having a Subthreshold or Major Depressive Episode by 15.2% (p < 0.01). The impact of perceived destruction on depressive symptoms varies by gender, with a significant effect found in men (an increase in depression indicators of 5.769 points, 26.8% and 23.0%, respectively, p < 0.05) but not in women. Stratified regression models by age demonstrate a positive association between the perception of neighbourhood destruction and depressive symptoms across all age groups, with a stronger effect observed among young adults. We found a casual effect of violence related to social protest on depressive symptoms. These findings have implications for the planning of social policies aimed at protecting the mental well-being of the population in times of increasing socio-political turmoil.