Early-onset cannabis use is widespread in many countries and might cause later onset of depression. Sound epidemiologic data across countries are missing. The authors estimated the suspected causal association that links early-onset (age <17 years) cannabis use with later-onset (age ≥17 years) risk of a depression spell, using data on 85,088 subjects from 17 countries participating in the population-based World Health Organization World Mental Health Survey Initiative (2001–2005). In all surveys, multistage household probability samples were evaluated with a fully structured diagnostic interview for assessment of psychiatric conditions. The association between early-onset cannabis use and later risk of a depression spell was studied using conditional logistic regression with local area matching of cases and controls, controlling for sex, age, tobacco use, and other mental health problems. The overall association was modest (controlled for sex and age, risk ratio = 1.5, 95% confidence interval: 1.4, 1.7), was statistically robust in 5 countries, and showed no sex difference. The association did not change appreciably with statistical adjustment for mental health problems, except for childhood conduct problems, which reduced the association to nonsignificance. This study did not allow differentiation of levels of cannabis use; this issue deserves consideration in future research.