The Gallup-Healthways Well-Being Index monthly tracking was conducted January to September in Britain and Germany -- using a sample of 8,940 adults in Britain and 8,750 adults in Germany -- and January through October in the United States, with a sample of 292,991 adults.
Gallup classified those working at least 30 hours a week as full-time employees.
Gallup had previously found women and those with lower incomes were more likely than others to be diagnosed with depression in all three countries.
In Britain, 25 percent of the unemployed reported depression compared with 10 percent of the full-time employed. In the United States, 24 percent of the unemployed reported depression compared with 11 percent of the full-time employed. In Germany 16 percent of the unemployed reported depression compared with 6 percent of the full-time employed.
The German survey has a margin of error of 1.4 percentage points. The margin of error in Britain was 1.3 percentage points and the margin in the United States was 0.2 percentage points.