In the last decade, many studies have examined associations between poor psychosocial work environment and depression. We aimed to assess the evidence for a causal association between psychosocial factors at work and depressive disorders. We conducted a systematic literature search from 1980 to March 2019. For all exposures other than night and shift work and long working hours, we limited our selection of studies to those with a longitudinal design. We extracted available risk estimates for each of 19 psychosocial exposures, from which we calculated summary risk estimates with 95% confidence intervals (PROSPERO, identifier CRD42019130266). 54 studies were included, addressing 19 exposures and 11 different measures of depression. Only data on depressive episodes were sufficient for evaluation. Heterogeneity of exposure definitions and ascertainment, outcome measures, risk parameterization and effect contrasts limited the validity of meta-analyses. Summary risk estimates were above unity for all but one exposure, and below 1.60 for all but another. Outcome measures were liable to high rates of false positives, control of relevant confounding was mostly inadequate, and common method bias was likely in a large proportion of studies. The combination of resulting biases is likely to have inflated observed effect estimates. When statistical uncertainties and the potential for bias and confounding are taken into account, it is not possible to conclude with confidence that any of the psychosocial exposures at work included in this review is either likely or unlikely to cause depressive episodes or recurrent depressive disorders.