Information concerning the occurrence and consequences of depression in the workplace is scarce. This study estimates how workers perceive depression, to investigate depression-related disabilities, and management of depression in the workplace. This investigation is based on a cross-sectional web-based survey of 1,000 workers recruited from online sources. The participants were Brazilian workers, aged 16–64 years, current workers and managers, or who have worked within the past year. Subjects answered a 13-item questionnaire about depression, its related consequences in the workplace, and available resources to handle depression. Common symptoms attributable to depression were crying, loss of interest, and sadness. Almost one in five participants reported having ever been labeled by a doctor/medical professional as suffering from depression. However, the majority of ever-depressed workers (73.5%) remained working. Performance-related impairments were reported by around 60% of depressed workers who continued working. Over half of them also complained about cognitive symptoms (concentration difficulties, indecisiveness, forgetfulness). One in three workers had taken off work due to depression (mean 65.7 out-of-role days), with these periods being lengthier for men than women. Managers underestimated the number of days out-of-role (29.5 days). The findings suggested that identification and management of symptoms of depression should be set as a priority in worker’s health care.