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In this systematic literature review and meta-analysis, the association between air pollution exposure and depression was analyzed. This meta-analysis is based on 90 studies investigating the associations between both short- and long-term exposure to various air pollutants and depression, including post-partum depression. These studies were reported according to “The Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA)” guidelines. The studies included in the meta-analysis comprised of several different air pollutants including nitrogen dioxide (NO2), sulphur dioxide (SO2), carbon monoxide (CO), particulate matter (PM2.5 and PM10), ozone (O3), and black carbon (BC), examined through both measured data and modelled estimates. A total of 17 meta-coefficients were calculated, with statistically significant associations in ten of these, indicating a clear link between air pollution exposure and depression. The meta-coefficient for long-term exposure to PM2.5 was based on 25 studies with a risk increase of 1.044 (95%: 1.024–1.064) associated with a 1 µg m−3 increase. The meta-coefficient for long-term exposure to NO2 was based on 22 studies with a risk increase of 1.011 (95%: 1.003–1.018) associated with a 1 µg m−3 increase. However, a high degree of heterogeneity throughout almost all meta-analyses may restrict the generalizability of our findings. Systematic Review Registration – https://inplasy.com/inplasy-2024-8-0025/, INPLASY INPLASY202480025.