Kunming is a major city in south-western China. However, until recently, no epidemiological studies have been conducted to provide a profile of major depression in south-western China. A representative sample of the Kunming general population composed of 5033 individuals aged 15 years or older was interviewed from November 2005 to January 2006 using the World Health Organization Composite International Diagnostic Interview Version 2.1 (CIDI, version 2.1) for assessment. The weighted prevalence of major depression were 1.96% (lifetime), 1.09% (12-month) and 0.93% (30-day). The correlates for reported lifetime MDD include having higher educational level, living in urban districts, being unemployed, and being divorced/widowed/separated. Major depression was significantly comorbided with DSM-IV anxiety disorders and somatization. The findings show a low prevalence rate of major depression in Kunming city. Close attention to public health approaches are required to address the relationships between social isolation, urban population, unemployed and high educational people. Resolving methodological problems may lead to more accurate prevalence estimates in future epidemiological studies.