BACKGROUND: Depression is the third leading contributor to the worldwide burden of disease. We assessed the nature and severity of experienced and anticipated discrimination reported by adults with major depressive disorder worldwide. Moreover, we investigated whether experienced discrimination is related to clinical history, provision of health care, and disclosure of diagnosis and whether anticipated discrimination is associated with disclosure and previous experiences of discrimination. METHODS: In a cross-sectional survey, people with a diagnosis of major depressive disorder were interviewed in 39 sites (35 countries) worldwide with the discrimination and stigma scale (version 12; DISC-12). Other inclusion criteria were ability to understand and speak the main local language and age 18 years or older. The DISC-12 subscores assessed were reported discrimination and anticipated discrimination. Multivariable regression was used to analyse the data. FINDINGS: 1082 people with depression completed the DISC-12. Of these, 855 (79%) reported experiencing discrimination in at least one life domain. 405 (37%) participants had stopped themselves from initiating a close personal relationship, 271 (25%) from applying for work, and 218 (20%) from applying for education or training. We noted that higher levels of experienced discrimination were associated with several lifetime depressive episodes (negative binomial regression coefficient 0·20 [95% CI 0·09-0·32], p=0·001); at least one lifetime psychiatric hospital admission (0·29 [0·15-0·42], p=0·001); poorer levels of social functioning (widowed, separated, or divorced 0·10 [0·01-0·19], p=0·032; unpaid employed 0·34 [0·09-0·60], p=0·007; looking for a job 0·26 [0·09-0·43], p=0·002; and unemployed 0·22 [0·03-0·41], p=0·022). Experienced discrimination was also associated with lower willingness to disclose a diagnosis of depression (mean discrimination score 4·18 [SD 3·68] for concealing depression vs 2·25 [2·65] for disclosing depression; p<0·0001). Anticipated discrimination is not necessarily associated with experienced discrimination because 147 (47%) of 316 participants who anticipated discrimination in finding or keeping a job and 160 (45%) of 353 in their intimate relationships had not experienced discrimination. INTERPRETATION: Discrimination related to depression acts as a barrier to social participation and successful vocational integration. Non-disclosure of depression is itself a further barrier to seeking help and to receiving effective treatment. This finding suggests that new and sustained approaches are needed to prevent stigmatisation of people with depression and reduce the effects of stigma when it is already established. FUNDING: European Commission, Directorate General for Health and Consumers, Public Health Executive Agency.