To determine whether studying aetiological pathways of depression, in particular the well-established determinant of childhood trauma, only in a specialised mental healthcare setting can yield biased estimates of the aetiological association, given that the majority of individuals are treated in primary care settings. Two databanks were used in this study. The Canadian Community Health Survey (CCHS) on Mental Health and Well-Being 2012 is a national survey about mental health of adult Canadians. It measured common mental disorders and utilisation of services. The Signature mental health biobank includes adults from the Island of Montreal recruited at the emergency department of a major university mental health centre. After consent, participants filled standardised psychosocial questionnaires, gave blood samples, and their clinical diagnosis was recorded. We compared the cohort of depressed individuals from CCHS and Signature in contact with specialised services with those in contact with primary care or not in treatment. There were 860 participants with depression in the CCHS and 207 participants with depression in the Signature Bank. The Childhood Experiences of Violence Questionnaire was used to measure childhood trauma in both settings. Childhood trauma is associated with depression as with other common mental and physical disorders. Individuals with depression in the CCHS who reported having been hospitalised for psychiatric treatment or having seen a psychiatrist or those from Signature were found to be more strongly associated with childhood abuse than individuals with depression who were treated in primary care settings or did not seek mental healthcare in the preceding year. Berkson's bias limits the generalisability of aetiological associations observed in such university-hospital-based biobanks, but the problem can be remedied by broadening recruitment to primary care settings and the general population.