Psychological models can help to understand why many people suffering from major depression do not seek help. Using the 'Behavioral Model of Health Services Use', this study systematically reviewed the literature on the characteristics associated with help-seeking behaviour in adults with major depression. Articles were identified by systematically searching the MEDLINE, EMBASE and PsycInfo databases and relevant reference lists. Observational studies investigating the associations between individual or contextual characteristics and professional help-seeking behaviour for emotional problems in adults formally diagnosed with major depression were included. The quality of the included studies was assessed, and factors associated with help-seeking behaviour were qualitatively synthesized. In total, 40 studies based on 26 datasets were included. Several studies investigated predisposing (age (N = 17), gender (N = 16), ethnicity (N = 9), education (N = 11), marital status (N = 12)), enabling (income (N = 12)), need (severity (N = 14), duration (N = 9), number of depressive episodes (N = 6), psychiatric comorbidity (N = 10)) and contextual factors (area (N = 8)). Socio-demographic and need factors appeared to influence help-seeking behaviour. Although existing studies provide insight into the characteristics associated with help seeking for major depression, cohort studies and research on beliefs about, barriers to and perceived need for treatment are lacking. Based on this review, interventions to increase help-seeking behaviour can be designed.