To examine the nature of the association between depression and obesity and to determine possible underlying (demographic) factors, we conducted a meta-analysis of cross-sectional studies in the general population. We searched in major bibliographical databases (PubMed, Embase and PsycInfo) for studies examining the association between obesity and depression in the adult, general population. Seventeen studies were included with a total of 204,507 participants. We calculated an overall pooled mean effect size and conducted subgroup analyses on gender, age, continent of residence, year of publication and several differences in measurement methods. After removing two outliers, the overall association for depression and obesity was very significant. Subgroup analyses showed a trend indicating a possible significant difference between males and females. We found a significant positive association for females and a smaller non-significant association for males. The results of other subgroup analyses showed no significant differences. According to the findings of this study, there is a significant positive association between depression and obesity in the general population, which appeared to be more marked among women. Further research should focus on underlying factors and examine causal pathways between depression and obesity.