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Background: Migrants in Europe may suffer from depression more often than the native-born population of the particular host country. Reports about the prevalence of depression in migrants are, however, heterogeneous and the possible causes are the subject of controversial discussion. Aims: The aims of this study are to determine the incidence of depressiveness in a large multi-ethnic working population with and without a history of migration, and to investigate possible connections with migration status and acculturation criteria. Methods: The cross-sectional study asked 7062 employees of a university hospital to complete a self-rating questionnaire concerning socio-demographic data, migration status and indicators of acculturation. Depressiveness was assessed by means of the German version of the Center of Epidemiological Studies Depression Scale (CES-D). Results: The response rate was 41.7% ( N = 2932); 14.9% of the participants ( n = 419) reported a history of migration, 275 (65.8%) of whom were first-generation (M1) and 143 (34.2%) second-generation (M2) migrants. According to the CES-D scores, 8.7% of non-migrants ( n = 207) suffered from clinically relevant depressive symptoms, compared to 16% ( n = 44) of the M1 group (OR = 2.10, 95% CI: 1.44–3.04, p < .001) and 14% ( n = 20) in M2 (OR = 1.68, 95% CI: 1.01–2.79, p = .048). Taking gender into consideration revealed that only the female migrants showed a statistically significant increased rate of depressiveness (χ 2 = 16.68, p < .001). Conclusions: Our results suggest that first- and second-generation female migrants are more likely to suffer from depressiveness than non-migrant females. In this model a history of migration is shown to be an independent risk factor for depressiveness.