Abstract Background Depression is frequently accompanied by other mental disorders and various somatic diseases; however, previous comorbidity studies often relied on self-reported data and have not simultaneously assessed the entire spectrum of mental and somatic diagnoses. The aim is to provide a complete picture of mental and somatic comorbidity of depression in routine outpatient care in a high income country with a relatively well equipped health care system. Methods Using ambulatory claims data covering 87% of the German population (age 15+), we designed a cross-sectional study by identifying persons diagnosed with mild, moderate and severe depression in 2017 (N = 6.3 million) and a control group matched 4:1 on sex, 5-year age group and region of residence (N = 25.2 million). Stratified by severity, we calculated the prevalence of 202 diagnosis groups included in the ICD-10 in persons with depression as compared to matched controls using prevalence ratios (PR). Results Nearly all mental disorders were at least twice as prevalent in persons with depression relative to controls, showing a dose-response relationship with depression severity. Irrespective of severity, the three most prevalent somatic comorbid diagnosis groups were ‘other dorsopathies’ (M50-M54), ‘hypertensive diseases’ (I10-I15) and ‘metabolic disorders’ (E70-E90), exhibiting PRs in moderate depression of 1.56, 1.23 and 1.33, respectively. Strong associations were revealed with diseases of the central nervous system (i.e. multiple sclerosis) and several neurological diseases, among them sleep disorders, migraine and epilepsy, most of them exhibiting at least 2- to 3-fold higher prevalences in depression relative to controls. Utilization of health care was higher among depression cases compared to controls. Conclusions The present study based on data from nearly the complete adolescent and adult population in Germany comprehensively illustrates the comorbidity status of persons diagnosed with depression as coded in routine health care. Our study should contribute to increasing the awareness of the strong interconnection of depression with all other mental and the vast majority of somatic diseases. Our findings underscore clinical and health-economic relevance and the necessity of systematically addressing the high comorbidity of depression and somatic as well as other mental diseases through prevention, early identification and adequate management of depressive symptoms.