Benzodiazepines may be prescribed to manage anxiety and insomnia in patients with depression. However, as noticed during our daily practice, a considerable proportion of patients treated for depression and receiving benzodiazepines developed a dependence to these medicines. Our aims were to estimate the proportion of patients with depression who develop a benzodiazepine dependence and to identify its correlates. We conducted a comparative study in Razi Hospital's outpatient psychiatry unit (Tunisia). We included patients aged 18 to 65 years who were diagnosed with depression during the first three quarters of 2014. Included patients were prescribed benzodiazepines. Follow-up period was of 2 years. A multivariate analysis was performed to identify dependence-associated factors. We included 54 patients, and 52% developed a benzodiazepine dependence during the follow-up period. Two associated factors were identified: a daily mean benzodiazepine dose of more than 9.5 milligrams of diazepam equivalents prior to taper off (p = .001) and a benzodiazepine taper-off initiated after the fifth week of benzodiazepine intake onset (p = .007). The proportion of patients who developed a benzodiazepine dependence was high. Low doses and time-limited benzodiazepine prescription should be taken into consideration when managing patients with depression in order to prevent dependence.