Background: Restless Legs Syndrome (RLS) is characterized by uncomfortable nocturnal sensations in the legs making sedentary activities and sleep difficult, and is thus linked with psychosocial distress. Due to the symptomatology and neurobiology of RLS (disrupting brain iron and dopamine) it is likely that RLS associates with poorer health-related quality of life (HRQL) and depressive disorder. The objective of this study was to investigate the RLS-HRQL and the RLS-depressive disorder links in a generally healthy population that is not biased by medications. Methods: Complete data, including the Cambridge–Hopkins RLS questionnaire, the 12-item short-form standardized health survey (SF-12), the Major Depression Inventory (MDI), body mass index, smoking status, alcohol consumption, and education were available for 24,707 participants enrolled in the Danish Blood Donor Study from May 1, 2015 to February 1, 2017. Information on quality of sleep was available for all RLS cases. T-tests and multivariable logistic regression models were applied to examine the associations of RLS and MDI scores, and the physical and mental component scores (PCS and MCS) of SF-12, respectively. Analyses were conducted separately for men and women. Results: RLS associated with poorer MCS and poorer PCS. Moreover, Participants with RLS were more likely to classify with depressive disorder. Poor quality of sleep was associated with depressive disorder and poorer MCS among RLS cases, and with poorer PCS in female RLS cases. Conclusion: Thus, we demonstrated that RLS is associated with a significantly lower HRQL and a higher prevalence of depressive disorder among otherwise healthy individuals.