Background: There is no consensus on the effects that low birth weight, premature birth and intrauterine growth have on later depression. Aims: To review systematically the evidence on the relationship of low birth weight, smallness for gestational age (SGA) and premature birth with adult depression. Method: We searched the literature for original studies assessing the effect of low birth weight, premature birth and SGA on adult depression. Separate meta-analyses were carried out for each exposure using random and fixed effects models. We evaluated the contribution of methodological covariates to heterogeneity using meta-regression. Results: We identified 14 studies evaluating low birth weight, 9 premature birth and 4 SGA. Low birth weight increased the odds of depression (OR = 1.39, 95% CI 1.21-1.60). Premature birth and SGA were not associated with depression, but publication bias might have underestimated the effect of the former and only four studies evaluated SGA. Conclusions: Low birth weight was associated with depression. Future studies evaluating premature birth and SGA are needed.