OBJECTIVES: The aim of this study is to analyse if low justice at work, analysed as aggregated workplace means, increases the risk of depression. METHODS: A total of 4237 non-depressed Danish public employees within 378 different work units were enrolled in 2007. Mean levels of procedural and relational justice were computed for each work unit to obtain exposure measures that were robust to reporting bias related to depression. Two years later in 2009, 3047 (72%) participated at follow-up. Those reporting high levels of depressive, burn-out or stress symptoms were assigned to a psychiatric diagnostic interview. In the interview 58 cases of new onset depression were identified. Depression ORs by work unit level of procedural and relational justice were estimated by multivariable logistic regression accounting for established risk factors for depression. RESULTS: Working in a work unit with low procedural justice (adjusted ORs of 2.50, 95% CI 1.06 to 5.88) and low relational justice (3.14, 95% CI 1.37 to 7.19) predicted onset of depression. CONCLUSIONS: Our results indicate that a work environment characterised by low levels of justice is a risk factor for depression.