IssuesMethamphetamine use is a public health concern that has been associated with comorbid mental health problems. We aim to better understand the relationship between methamphetamine use and depression by: (i) systematically reviewing and meta‐analysing the risks of depression by methamphetamine use; and (ii) investigating the risk of unmeasured confounding.ApproachA systematic review and meta‐analysis were conducted following PRISMA guidelines. EMBASE, PsycINFO and PubMed were searched to identify human studies reporting on the association between methamphetamine or amphetamine use and depressive outcomes. The data were summarised narratively and meta‐analysed, stratified by cross‐sectional and longitudinal estimates. Unmeasured confounding was assessed by E‐values analyses.Key FindingsFrom the 6606 studies that came up from the search, 14 eligible studies were included in the narrative review and had data for meta‐analysis. A significant association was found between any use of methamphetamine and any depression outcomes in cross‐sectional (odds ratio [OR] = 1.66 [95% confidence interval [CI] 1.34, 2.05]) and longitudinal estimates (OR = 1.18 [95% CI 1.08, 1.28]). People with a methamphetamine use disorder had significantly higher odds of depression than those without (OR = 2.80 [95% CI 1.40, 5.90]). The E‐values ranged from 1.28 to 6.30 for cross‐sectional studies and from 2.37 to 3.21 for longitudinal studies.ConclusionBased on limited data, people who used methamphetamine have higher odds of depression than people who do not. There were mostly a low to moderate risk of unmeasured confounding in the longitudinal study results. Future longitudinal studies conducted using causal framework methods are warranted.