Background Work-related physical assaults or violence has severely impacted on the safety of the work environment and employees’ mental health. The aim of the present study was to investigate the prevalence of physical assaults, the effect of socioeconomic status (SES) on it and depression associated with it in employees working at large companies. Methods A total of 22,770 Japanese employees responded to a self-administered questionnaire including SES (educational status and occupational status), violence victimization, worksite social support and depression (response rate, 85%). The 12-month prevalence of physical assaults and depression was examined using a single question and the Center for Epidemiologic Studies Depression scale, respectively. Results The prevalence of physical assaults was 1.8% both in males and females. Although the risk of exposure to physical assaults was 2–3 times higher in the blue-collar group than in the manager group, the association of exposure to physical assaults with depression was stronger in the manager and white-collar worker group (Prevalence ratio [PR]=2.1 in males; 1.8 in females) than in the blue-collar worker group (PR=1.7 in males; 1.5 in females) after adjusting demographic and occupational covariates. A similar pattern was observed for education in males; the association was stronger than in the lower education group (PR=2.1 and 1.8). Conclusions Low SES is a risk factor of exposure to physical assaults, however, the association of physical assaults with depression was significantly greater among company employees of higher SES than those of lower SES.