Objective: To determine whether there is an association between latitude and annual major depressive episode (MDE) prevalence in Canada. Methods: Data from 2 national survey programs (the National Population Health Survey and the Canadian Community Health Survey) were used, providing 10 data sets collected between 1996 and 2013, together including 922,260 respondents, of whom 495,739 were assessed for MDE using 1 of 2 versions of the Composite International Diagnostic Interview, a short-form version (8 studies), and a Canadian adaptation of the World Mental Health version (2 studies). Approximate latitude was determined by linkage to postal code data. Data were analyzed using logistic regression and pooled across surveys using individual-level meta-analytic methods. Results: In models including latitude as a continuous variable, a statistically significant association was observed, with prevalence increasing with increasing latitude. This association persisted after adjustment for a set of known risk factors. The latitude gradient was modest in magnitude, a 1% to 2% increase in the prevalence odds of MDE per degree of latitude was observed. Due to sparse data, this gradient cannot be confidently generalized beyond major population centres, which tend to occur at less than 55 degrees latitude in Canada. Conclusion: A latitude gradient has not previously been reported. If replicated, the gradient may have implications for the planning of services and generation of aetiological hypotheses. However, this cross-sectional analysis cannot confirm aetiology and could not evaluate the potential contributions of variables such as light exposure, weather patterns, or social determinants.