Abstract Background Depression is an important issue in the management of hypertension. However, little attention has been paid to addressing such aspects of psychological health among patients with hypertension. We aimed to estimate the prevalence of depressive symptoms among patients with hypertension in primary care settings and to identify the potential role of social capital in predicting depressive symptoms. The influence of psychological well-being on the perceived quality of hypertensive care was also examined. Methods In Shenzhen, China, an on-site cross-sectional study was conducted from March to September 2017. In total, 1046 respondents completed a face-to-face survey interview. We examined the associations between social capital, depressive symptoms, and perceived quality of care. Results The results showed that 10.7% of patients with hypertension who attended primary care facilities had depressive symptoms. Two components of social capital—social ties (9.63 vs. 10.67; OR = 1.314, 95% CI 1.165–1.483; P < .001) and trust (3.46 vs. 3.89; OR = 2.535, 95% CI 1.741–3.691; P < .001)—were protective factors for depression among patients with hypertension in primary care settings. We also found that depressive symptoms were negatively associated with perceived quality of care (30.5 vs. 32.5; β = 1.341, 95% CI 0.463–2.219; P = .003).. Conclusions We found inverse associations between depressive symptoms and perceived quality of care and between social capital and the occurrence of symptoms of depression. Our findings suggest that strategies addressing both hypertension and depressive symptoms should be implemented to better manage hypertension. Appropriate social interventions should be designed and implemented.