The study comes from psychiatry researchers including Emma Robertson Blackmore, PhD, of New York's University of Rochester.
They interviewed more than 24,300 workers in Canada in 2002 about the workers' depression symptoms. Based on the interviews, the researchers concluded that 4.6% of the workers qualify for a diagnosis of major depression.
Work stress stood out among the depressed employees.
"High job strain, low levels of social support in the workplace, low job security, and increased psychological demands were associated with major depressive episodes in men," the researchers write.
The risk list was slightly different for women.
High-stress jobs weren't a factor, but "among women, lower levels of social support and lack of decision authority were associated with having major depressive episodes," write Blackmore and colleagues.
The study has some limits. For instance, the researchers don't know whether the depressed workers were depressed because of their jobs or what else might have contributed to the workers' depression.
The study is due to appear in November's American Journal of Public Health.