Abstract Context Several epidemiological studies have investigated the association between a vegetarian diet and risk of depression, but because of inconsistency between studies, the exact association remains unclear. Objective In this systematic review and meta-analysis, the relationship between vegetarian diets and risk of depression in observational studies was evaluated. Data sources The Medline, Embase, Scopus, ISI Web of Science, and Cochrane Library databases were searched from inception through September 1, 2020. Study selection Observational studies were included that examined mean levels of depression and risk for depression in vegetarians compared with nonvegetarians. Data extraction Pooled effect sizes were estimated using the random-effects model and were reported as standardized mean differences or odds ratios (ORs) with their corresponding 95%CIs. Heterogeneity was tested using the I2 statistic. Results Combining 9 effect sizes in this meta-analysis illustrated that adherence to a vegetarian diet was associated with a 53% greater risk of depression compared with that of omnivores (95%CI, 1.14–2.07; I2 = 69.1%). Subgroup analysis of depression risk suggested that results depended on the type of vegetarian diet and country where the study was conducted. For studies that assessed a semivegetarian diet (OR, 1.86; 95%CI, 1.42–2.44; I2 = 35.7%) and those conducted in Europe and the United States (OR, 1.45; 95%CI, 1.06–1.98; I2 = 73.2%), there was a positive association between a vegetarian diet and depression, but in lacto-ovo vegetarians and Asian countries, a null association was found. Comparing mean depression scores showed no evidence of difference between vegetarians and nonvegetarians (n = 16; standardized mean difference, 0.10; 95%CI, –0.01 to 0.21; I2 = 79.1%). Conclusion Vegetarian diet significantly increased depression risk; however, the findings were not robust, and more studies are required to investigate the vegetarian diet and depression association.