This study aimed to determine the prevalence of depression among women prisoners in Peshawar, Pakistan. This was a cross-sectional study carried out at the female barracks of Central Prison, Peshawar, Pakistan. A total of n= 64 female prisoners aged 16–65 years were interviewed. Face-to-face interviews were conducted using the Hamilton Depression Rating Scale (HAMD). Statistical analysis was conducted using Statistical Package for the Social Sciences (SPSS) version 13.0. Odds ratios were also determined. An alpha value of less than 0.05 was considered significant. Out of the 64 female prisoners, 38 (59.4%) were found to be suffering from depression. Of these 38, a total of 73.7% met the criteria for mild depressive episodes, 21.1% for moderate episodes and 5.3% for severe depressive episodes. Middle-aged women (31–40 years) were mainly affected. Depression was more common among urban-dwelling (60.5%) and low-income (64.5%) prisoners. The incidence of depression was also found to be higher among married women. Middle-aged, married women with a low socio-economic status were found to be at a higher risk of depression. In addition, smoking may have had some effect on the mood state of patients.