Abstract Background Migration is a major life event, which may also be a risk factor for depression. However, little is known regarding the relationship between these phenomena in low and middle income settings. This study explores the frequency and severity of depressive symptoms among rural-to-urban migrants compared to permanent rural and to urban residents in India. Methods We assessed 884 subjects; urban non-migrants ( n = 159), urban migrants ( n = 461) and rural non-migrants ( n = 264) in Hyderabad, India, in 2009–2010. The frequency and severity of depressive symptoms was assessed with the validated Telugu version of the Brief Patient Health Questionnaire. Multivariable logistic regression was used to examine the association between the presence of depressive symptoms and migration status while adjusting for gender, age and several sociodemographic and health-related parameters using Stata v.12. Results The prevalence of mild to severe depressive symptoms was higher in women (11.3, 95 % confidence interval (CI) 8.3–14.3 %) compared to men (5.8 %, 95 % CI 3.7–7.9 %). Rural residents reported the highest prevalence of mild to severe depressive symptoms (women: 16.7 %, 95 % CI 9.8–23.5 %; men: 8.0 %, 95 % CI 3.7–12.3 %). Among women, the lowest prevalence was reported by migrants (8.2 %, 95 % CI 4.6–11.9 %). Among men, prevalence was similar in migrants (5.0 %, 95 % CI 2.2–7.7 %) and urban residents (3.9 %, 95 % CI 0–8.3 %). Multivariable logistic regression analyses showed no evidence for increased prevalence of mild to severe depressive symptoms among migrants compared to either rural or urban residents. Conclusions There was no evidence for an increased prevalence of mild to severe depressive symptoms among rural-urban migrants compared to rural or urban residents.