Background Greater symptoms of depression are associated with greater symptom intensity during recovery from musculoskeletal injury. It is not clear that more severe trauma is associated with greater symptoms of depression as one might expect. The goal of this study was to systematically review the existing evidence regarding the association of Injury Severity Score (ISS) with symptoms of depression during recovery from musculoskeletal injury. Methods Two independent reviewers used PubMed and Embase to identify studies that measured both ISS and symptoms of depression. Among the 17 studies satisfying inclusion criteria, 5 studies assessed the correlation of symptoms of depression and ISS on their continuum; 3 studies compared the mean of symptoms of depression for people above and below a specific ISS level; five compared mean ISS above and below a threshold level of symptoms of depression; and four compared dichotomized ISS and dichotomized depression. Four of the 17 evaluated factors associated with symptoms of depression in multivariable analysis. Results In bivariate analysis, 12 of 17 studies (71%) found no association between ISS level and symptoms of depression. Three studies found a bivariate association that did not persist in multivariable analysis. Two studies reported slight associations in bivariate analysis, but did not perform multivariable analysis. Conclusions The knowledge that symptoms of depression are common during recovery, in combination with the finding of this review that they have little or no relationship with injury severity, directs clinicians to anticipate and address mental health during recovery from physical trauma of any severity.