The objective of the study was to assess the relationship between hypertension and risk of depression. The relationship between hypertension and depression has been discussed for a long time, but the results are controversial. Studies were searched from PubMed and Cochrane up to 24 March 2014. Any prospective cohort study, which possibly reported the relationship between hypertension and depression, was included. The random effect model was used to calculate the pooled relative risk (RR). Finally, five prospective cohort studies were included for analysis, with a total of 9647 participants involved. Our meta-analysis does not support that hypertension is probably a risk factor of depression. The pooled RR was 1.16 (95% confidence interval: 0.91, 1.42) when those exposed to hypertension were compared with those who were not. Subgroup analysis, sensitivity analysis and publication bias test suggested that the overall result of this analysis was robust. Further studies are needed to exclude the effects of other confounding factors.