Abstract Background Depression is a common co-morbidity of cancer that has a detrimental effect on quality of life, treatment adherence and potentially survival. We conducted an epidemiological multi-center study including a population-based random comparison sample and estimated the prevalence of depressive symptoms by cancer site, thereby identifying cancer patients with the highest prevalence of depression. Patients and methods We included 4020 adult cancer inpatients and outpatients from five distinct regions across Germany in a proportional stratified random sample based on the nationwide cancer incidence and a comparison group consisting of 5018 participants. Both groups reported depressive symptoms by filling in the Patient Health Questionnaire (PHQ-9). In multivariate analyses adjusted for age and sex, we calculated the odds of being depressed. Results Out of 5818 eligible patients, 69% participated (51% women, mean age = 58 years). We estimated that one in four cancer patients (24%) is depressed (PHQ-9 ≥ 10). The odds of being depressed among cancer patients were more than five times higher than in the general population (OR, 5.4; 95% CI, 4.6–6.2). Patients with pancreatic (M = 8.0, SD = 5.0), thyroid (M = 7.8, SD = 6.3) and brain tumours (M = 7.6, SD = 4.9) showed the highest prevalence, whereas patients with prostate cancer (M = 4.3, SD = 3.8) and malignant melanoma (M = 5.3, SD = 4.3) had the lowest levels of depressive symptoms. Conclusion Our results help clinicians identify cancer patients in need of psychosocial support when navigating in the growing survivor population.