Background. Adverse psychosocial working environments characterized by job strain (the combination of high demands and low control at work) are associated with an increased risk of depressive symptoms among employees, but evidence on clinically diagnosed depression is scarce. We examined job strain as a risk factor for clinical depression. Method. We identified published cohort studies from a systematic literature search in PubMed and PsycNET and obtained 14 cohort studies with unpublished individual-level data from the Individual-Participant-Data Meta-analysis in Working Populations (IPD-Work) Consortium. Summary estimates of the association were obtained using random-effects models. Individual-level data analyses were based on a pre-published study protocol. Results. We included six published studies with a total of 27 461 individuals and 914 incident cases of clinical depression. From unpublished datasets we included 120 221 individuals and 982 first episodes of hospital-treated clinical depression. Job strain was associated with an increased risk of clinical depression in both published [relative risk (RR) = 1.77, 95% confidence interval (CI) 1.47-2.13] and unpublished datasets (RR = 1.27, 95% CI 1.04-1.55). Further individual participant analyses showed a similar association across sociodemographic subgroups and after excluding individuals with baseline somatic disease. The association was unchanged when excluding individuals with baseline depressive symptoms (RR = 1.25, 95% CI 0.94-1.65), but attenuated on adjustment for a continuous depressive symptoms score (RR = 1.03, 95% CI 0.81-1.32). Conclusions. Job strain may precipitate clinical depression among employees. Future intervention studies should test whether job strain is a modifiable risk factor for depression.