Context: In Colombia there are more than 2 million unemployed people. It is also estimated that for the year 2015 in the country there was a prevalence of depression of 5.4%, a figure that exceeds the global prevalence for the same year (4.4%), which is why this condition represents a public health problem. The union of these problems has generated a growing interest in the investigation of mental health problems related to social risk factors, such as unemployment. Despite this, in Colombia there have not been studies yet about the association between depression and unemployment. The objective of this study was to estimate the statistical association between depression and unemployment in Colombia in 2015 as a first approximation to the study of this topic. Methods: Using the data collected in the 2015 National Mental Health Survey and an ordinal logistic regression model, the association between three categories of depressive symptoms was estimated, based on the self-report questionnaire of mental health symptoms (Self Report Questionnaire - SRQ), and the unemployment situation of individuals, to test the hypothesis that, in the presence of unemployment, individuals should be more prone to suffer from depression, that is, have more depressive symptoms. We worked with a sample with national representativeness of 5138 individuals that participated in the labor market. Age, sex, level of education, region of residence, area of residence, state of household poverty, marital status, if the individual was the head of the household and the state of unemployment of the same were used as explanatory variables. Results: It was found that the probability that a person does not present any depressive symptom is reduced by 16.54% (p <0.001) when unemployed. Similarly, the probability that an unemployed individual reports 1-3 symptoms, increases by 13.42% (p <0.001) and that reports 4-7 symptoms, increases by 3.12% (p <0.001) , thus validating the study's hypothesis. It was also found that the probability of being in categories with a higher number of symptoms was higher for women. However, having a higher level of education or having a partner were factors that significantly reduce the risk of having a greater number of depressive symptoms. Conclusions: The evidence from this study suggests that in Colombia, unemployment is positively associated with a greater number of depressive symptoms. This affects more likely women and people with a lower educational level. This work is a first approach for the management of collective risk in mental health associated with labor market conditions in Colombia, and it can be useful to identify the most vulnerable population groups and direct interventions in public health, stabliching prioritized health services, although this topic should be studied in greater depth in future research.