Epidemiological evidence on the association between sedentary behaviors and the risk of depression is inconsistent. We conducted a meta-analysis of prospective studies to identify the impact of sedentary behaviors on the risk of depression. We systematically searched in the PubMed and Embase databases to June 2019 for prospective cohort studies investigating sedentary behaviors in relation to the risk of depression. The pooled relative risks (RRs) and 95% confidence intervals (CIs) were calculated with random-effect meta-analysis. In addition, meta-regression analyses, subgroup analyses, and sensitivity analyses were performed to explore the potential sources of heterogeneity. Twelve prospective studies involving 128,553 participants were identified. A significantly positive association between sedentary behavior and the risk of depression was observed (RR = 1.10, 95% CI 1.03-1.19, I2 = 60.6%, P < 0.01). Subgroup analyses revealed that watching television was positively associated with the risk of depression (RR = 1.18, 95% CI 1.07-1.30), whereas using a computer was not (RR = 0.99, 95% CI 0.79-1.23). Mentally passive sedentary behaviors could increase the risk of depression (RR = 1.17, 95% CI 1.08-1.27), whereas the effect of mentally active sedentary behaviors were non-significant (RR = 0.98, 95% CI 0.83-1.15). Sedentary behaviors were positively related to depression defined by clinical diagnosis (RR = 1.08, 95% CI 1.03, 1.14), whereas the associations were statistically non-significant when depression was evaluated by the CES-D and the Prime-MD screening. The present study suggests that mentally passive sedentary behaviors, such as watching television, could increase the risk of depression. Interventions that reduce mentally passive sedentary behaviors may prevent depression.