This study examined whether externally rated job demand and control were associated with depression diagnosis claims in a heavy industrial cohort. The retrospective cohort sample consisted of 7,566 hourly workers aged 18-64 years who were actively employed at 11 US plants between January 1, 1996, and December 31, 2003, and free of depression diagnosis claims during an initial 2-year run-in period. Logistic regression analysis was used to model the effect of tertiles of demand and control exposure on depression diagnosis claims. Demand had a significant positive association with depression diagnosis claims in bivariate models and models adjusted for demographic (age, gender, race, education, job grade, tenure) and lifestyle (smoking status, body mass index, cholesterol level) variables (high demand odds ratio = 1.39, 95% confidence interval: 1.04, 1.86). Control was associated with greater risk of depression diagnosis at moderate levels in unadjusted models only (odds ratio = 1.47, 95% confidence interval: 1.12, 1.93), while low control, contrary to expectation, was not associated with depression. The effects of the externally rated demand exposure were lost with adjustment for location. This may reflect differences in measurement or classification of exposure, differences in depression diagnosis by location, or other location-specific factors.