Analyses were conducted to estimate lifetime and current prevalence of major depressive disorder (MDD) for four representative cities of Mexico, to identify variables that influence the probability of MDD, and to further describe depression in Mexican culture. A multistage probability sampling design was used to draw a sample of 2,509 adults in four different regions of Mexico. MDD was assessed according to DSM-IV criteria by using the Composite International Diagnostic Interview collected by trained lay interviewers. The prevalence of MDD in these four cities averaged 12.8% for lifetime and 6.1% for the previous 12 months. MDD was highly comorbid with other mental disorders. Women were more likely to have lifetime MDD than were men. Being divorced, separated, or widowed (compared to married or never married) and having experienced childhood trauma were related to higher lifetime prevalence but not to current prevalence. In addition, age and education level were related to current 12-month MDD. Data on the profile of MDD in urban Mexico are provided. This research expands our understanding of MDD across cultures.