Major Depressive Disorder (MDD) and obesity are bidirectionally related, but the amount of weight-gain secondary to MDD is unknown. We aimed to estimate the adjusted effect of MDD on weight-change in prospective studies compared to individuals without MDD. Scopus/MEDLINE, PsycInfo, Web of Science and Cochrane were systematically searched for prospective observational studies of participants with a diagnosis of MDD. We included studies that conducted regression analyses on weight-variables. We searched for weight-variables reported at baseline, follow-up, and regression analyses. A meta-analysis of the odds ratios reported in logistic regression models was performed using the generic inverse weight variance method. Eight studies were included with a total of 60,443 subjects; 56.8 % with MDD. Weight-variables included weight, BMI, waist circumference, fat mass, and obesity incidence. In three follow-up reports, weight-variables increased more in participants with MDD and its subphenotypes than in control subjects, except for one MDD subphenotype. Meta-analysis of three eligible studies (n = 21,935) showed a significantly greater likelihood of incident obesity in participants with MDD (OR:1.48, 95%CI 1.03–2.13). MDD subphenotype reports might suggest a greater risk for atypical MDD. Heterogeneity in weight related variables, follow-ups, and regression models; scarcity of follow-up data; and limited studies eligible for meta-analysis. Despite previous associations between MDD and obesity, current prospective evidence on MDD related weight-change is scarce and heterogeneous. Our findings suggest a need to standardize weight-change assessment in MDD trials. Moreover, careful weight tracking and management should be incorporated in clinical settings. PROSPERO registration CRD42020214427. •We studied weight-change in prospective studies with MDD and controls.•Weight variables increased more in patients with MDD than controls.•Meta-analysis showed risk of incident obesity in MDD (OR:1.48, 95%CI 1.03–2.13).•Most MDD subphenotypes gained weight; atypical MDD showed greater odds.