There is conflicting evidence about the relationship between vitamin D deficiency and depression, and a systematic assessment of the literature has not been available. To determine the relationship, if any, between vitamin D deficiency and depression. A systematic review and meta-analysis of observational studies and randomised controlled trials was conducted. One case-control study, ten cross-sectional studies and three cohort studies with a total of 31 424 participants were analysed. Lower vitamin D levels were found in people with depression compared with controls (SMD = 0.60, 95% CI 0.23-0.97) and there was an increased odds ratio of depression for the lowest v. highest vitamin D categories in the cross-sectional studies (OR = 1.31, 95% CI 1.0-1.71). The cohort studies showed a significantly increased hazard ratio of depression for the lowest v. highest vitamin D categories (HR = 2.21, 95% CI 1.40-3.49). Our analyses are consistent with the hypothesis that low vitamin D concentration is associated with depression, and highlight the need for randomised controlled trials of vitamin D for the prevention and treatment of depression to determine whether this association is causal.