OBJECTIVES:  To provide an overview of the social cost of Major depression worldwide. METHODS:  A systematic literature review was conducted. Two search engines, such as PubMed and EBSCOhost, were queried. The records retrieved were screened by two researchers blindly; any disagreement was solved by a senior researcher. Criteria set for eligibility were: i) Cost of illness studies; ii) Sufficient detail on cost data; iii) full text availability. The review was conducted in accordance with the standards of the PRISMA guidelines. RESULTS:  Nineteen studies met the inclusion criteria. Despite the heterogeneity in terms of population and geographical location and the difference in costs estimation techniques, the studies showed that the largest share of the burden of disease is represented by indirect costs. Among direct healthcare costs, inpatient care represents the most significant item, followed by outpatient care. Pharmaceuticals do not represent a large share of the total direct cost. The average total direct cost of depression ranges between €508 and €24,069, depending on the jurisdiction where the analysis was run and the range of cost items included. Indirect costs range between €1,963 and €27,364. CONCLUSIONS: Major depressive disorder (MDD) is a major cause of disability and a significant public health problem due to strong physical and mental impairment, possible complications for patients (including suicides), serious social and working problems to the patient and his/her family. Nonetheless, evidence on the cost of illness in some countries, such as Italy, is currently lacking. A deeper understanding of the drivers of the economic burden of disease is a crucial starting point for studies concerned with the cost-effectiveness of new treatment strategies.