The poll, carried out for the European Depression Association (EDA), questioned people across Germany, Italy, Denmark, Turkey, Spain, France and the UK.
Results showed that on average, 20% of the 7,000 people had been diagnosed with depression at some point in their lives.
The highest rate of depression diagnosis was in the UK at 26%, and the lowest was in Italy, at 12%.
Workers in Germany, Denmark and Britain were most likely to take time off work for depression, while those in Turkey were the most likely to keep working.
Previous research from 2010 revealed that depression costs the EU economy around £73 billion (€92 billion) a year from lost productivity, under-performance and sick leave.
Participants said they took an average of 36 days off for their last episode of depression, but figures ranged from 23 days in Italy to 41 days in the UK.
One in three people said they were worried they would put their job at risk if they told their employer about their depression.
Dr Vincenzo Costigliola, president of the EDA, said “The results of the survey show that much needs to be done in raising awareness and supporting employees and employers in recognising and managing depression in the workplace. We ask policymakers to consider the impact of depression on the workforce and charge them with addressing depression and workers and workplace safety.”
However, the situation in the UK is thought to be improving. Of the 117 managers questioned, most said they had enough support from HR departments to deal sympathetically with depressed employees.
If you are struggling to keep up performances at work, you might benefit from consulting a professional counsellor. To find out more about how counselling could help, please visit our Depression page.
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