It is predicted that the depression will be the first cause of labor retirement and the second most frequent illness in the 2020 in developed countries. The consequences of depression affect the physical, mental, emotional and social well-being of the individuals, in the same way it generates serious blows to the economy of the companies where depressed patients with depression work; companies have to pay treatments also and the production decrease with the disability of workers suffering depression. The psychosocial factors play an important role as variables of risk or modulators in the development of this disorder. The objective is to carry out a review of the recent literature focus on the psychosocial factors and its relationship with the depression at the place of work. We consider that it is important to know the diagnosis of depression at the place of work, and determine the risk factors for recommendation of a specific treatment.