Early detection of depression is important to improve human well-being. This paper proposes a new method to detect depression through time-frequency analysis of Internet behaviors. We recruited 728 postgraduate students and obtained their scores on a depression questionnaire (Zung Selfrating Depression Scale, SDS) and digital records of Internet behaviors. By time-frequency analysis, we built classification models for differentiating higher SDS group from lower group and prediction models for identifying mental status of depressed group more precisely. Experimental results show classification and prediction models work well, and time-frequency features are effective in capturing the changes of mental health status. Results of this paper might be useful to improve the performance of public mental health services.