Depression has been hypothesized to be a risk factor of cancer, especially hormone-related cancers. However, few studies have been conducted with large enough sample size and sufficient follow-up period to rigorously estimate these associations. We aim to examine the relationship between depression and risk of registry-documented overall and hormone-related cancers. In this 19 year prospective cohort study of general population, 601,775 Koreans aged 30-64 years had a biennial medical evaluation by the National Health Insurance Service in either 1992 or 1994. Major and minor depression was ascertained by a 9-item depression questionnaire. At baseline, major depression was identified in 7.4% and 10.2% and minor depression in 19.3% and 21.4% in men and women, respectively. During the follow-up, 49,744 cancers were identified in men and 7860 in women. Prostate cancer in men was positively related to minor depression (HR 1.13, 95% CI 1.05, 1.23), and cervical cancer in women was inversely related to major depression (HR 0.90, 95% CI 0.83, 0.98) after adjusting for potential confounders. Regarding overall cancer, major depression was positively related to overall cancer in men (HR 1.04, 95% CI 1.00, 1.08) and inversely related in women (HR 0.90, 95% CI 0.83, 0.98). There was no association between breast cancer and depression. Different direction and magnitude of association among gender and cancer subtypes suggest different psycho-behavioral and biological pathways in which depression may affect later cancer development. Further studies on the association of depression and cancer and the underlying mechanisms should be conducted on specific cancer subtypes.