Orientation: Work engagement, burnout and stress-related ill health levels of individuals, suffering from depression, who are unsure whether or not they suffer from depression, or who do not suffer from depression, have not been investigated in South Africa.Research purpose: The main objectives of this study were to investigate the prevalence of depression amongst employees in South African organisations and the relationship of depression with specific well-being constructs.Motivation for the study: Organisations should know about the prevalence of depression and the effects this could have on specific well-being constructs.Research design, approach and method: A cross-sectional design was followed. The availability sample (n = 15 664) included participants from diverse demographics. The South African Employee Health and Wellness Survey was followed to measure constructs.Main findings: The results showed that 18.3% of the population currently receive treatment for depression, 16.7% are unsure whether or not they suffer from depression and 65% do not suffer from depression. Depression significantly affects the levels of work engagement, burnout and the occurrence of stress-related ill health symptoms.Practical/managerial implications: This study makes organisations aware of the relationship between depression and employee work-related well-being. Proactive measures to promote the work-related well-being of employees, and to support employees suffering from depression, should be considered.Contribution/value-add: This study provides insight into the prevalence of depression and well-being differences that exist between individuals, suffering from depression, who are unsure whether or not they suffer from depression, and who do not suffer from depression.