Depression is resulted from a mixture of hereditary and environmental variables. This article mainly considered biological, genetic, and psychological influences on depression. For environmental aspects, this paper aims to identify the impact of different cultures on depression. The most relevant previous studies were reviewed. The findings suggest that culture does play a role in the development of depression. This review mainly examined studies that compared the effects of individualistic and collectivistic cultures on depression. Traditional filial piety culture and thin culture showed different effects on depression. In addition to the traditional gender roles of certain cultures, caste and other cultural differences can also have an impact on the development of depression. Similarly, prenatal depression is more common in immigrants and poor countries than in non-immigrants and industrialized countries. Resilience and social support are two protective factors for mental health, and these two factors have different degrees of influence depending on the culture. There is still limited amount of research investigated the effects of different cultures on depression. More research on the characteristics of different cultures and their association with depression is needed in the future. This review can provide some guidance for furture research and practice. Prevention and intervention programs for children and families should incorporate cultural factors.