The survey was carried out for the European Depression Association (EDA) in Britain, Germany, Italy, Denmark, Turkey, Spain and France.
Those in Britain, Denmark and Germany were most likely to be off work because of depression, the BBC News reported.
The poll found that 20 per cent of the 7,000 polled had received a diagnosis of depression at some point in their lives.
The highest rate was in Britain, where 26 per cent had been diagnosed and the lowest in Italy, where the figure was 12 per cent.
Among workers experiencing depression, those in Germany (61 per cent), Denmark (60 per cent), and Britain (58 per cent) were most likely to take time off work, while those in Turkey were the least likely (25 per cent).
Across the countries surveyed by market research company Ipsos MORI, one in four with depression said they did not tell their employer.
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One in three of them said they were worried it could put their job at risk.
A third of the 792 managers surveyed said they had no formal support in place to help them deal with employees experiencing depression.
The situation was better in Britain, with most of the 117 managers questioned reporting good back-up from their HR department.
"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," Dr Vincenzo Costigliola, president of the EDA, said.
"We ask policymakers to consider the impact of depression on the workforce and charge them with addressing depression and workers and workplace safety," Costigliola said.