Transforming western technology to Eastern populations, including Malaysia, presents important implications in understanding the development, maintenance, and treatment of depression. The present paper aims to review the literature on the prevalence of depression studies in Malaysia. PsycINFO, Medline databases, local journals, and 13 published articles, were included in the current review. Findings were presented in three categories i.e., ‘prevalence of depression in primary care’, ‘general community’, and ‘among clinical population’. Major limitations of previous studies were noted, and thus, problems associated with the implementation and future direction of clinical and research on depression in Malaysia, was provided. In short, the contribution of empirical research on the prevalence of depression has remained inconsistent and fragmented and it is therefore, a time to venture modification.