Given limited prior research, especially with small samples, this study examined the association between abnormal workplace temperature exposure and depressive symptoms among Korean employees. Using data from 30,108 workers in the fifth Korean Working Conditions Survey (KWCS), we analyzed this relationship by sex and job classification. Temperature exposure was categorized as mild or severe, and depressive symptoms were assessed using the World Health Organization Well-Being Index (WHO-5). The prevalence of depressive and anxiety symptoms was 12.36% in male and 11.72% in female. Severe exposure to both high and low temperatures was significantly associated with increased adjusted odds ratios (aOR = 1.35 for both, 95%CI:1.04–1.46 for high temperature, and 95%CI:1.12–1.62 for low temperature). Stratified analyses showed that severe heat exposure increased aOR in both men and women. Severe cold exposure was linked to higher aOR among service (aOR = 1.34, 95%CI:1.09–1.64) and blue-collar workers (aOR = 1.54, 95%CI:1.22–1.95), while heat exposure showed no significant differences across job types. Due to the cross-sectional design, causal relationships cannot be established. Nonetheless, severe temperature exposure may contribute to increased depressive symptoms, highlighting the need to reduce such exposure and improve workers’ mental health.