With obesity levels increasing, it is important to consider the mental health risks associated with this condition to optimize patient care. Links between depression and obesity have been explored, but few studies focus on the risk profiles of patients across stratified body mass index (BMI) classes above 30 kg/m2 . This study aims to determine the impact of BMI on depression risk in patients with obesity and to investigate trends of depression in a large cohort of British patients with BMI > 30 kg/m2 . A nationwide primary care database, the Clinical Practice Research Datalink (CPRD), was analysed for diagnoses of obesity (BMI > 30 kg/m2 ). Obese patients were then sub-classified into seven BMI categories. Primary health care-based records of patients entered in the CPRD were analysed. A total of 363 037 patients had a BMI ≥ 30 kg/m2 ; of these patients 97 392 (26.8%) also had a diagnosis of depression. Absolute event rates over time and hazard risk of depression were analysed by BMI category. On Cox regression analysis of time to development of depression, the cumulative hazard increased significantly and linearly across BMI groups (P < 0.001). Compared to those with BMI 30 to 35 kg/m2 , patients with BMI 35 to 40 kg/m2 had a 20% higher risk of depression (hazard ratio [HR] 1.206, confidence interval [CI] 1.170-1.424), and those with BMI > 60 kg/m2 had a 98% higher risk (HR 1.988, CI 1.513-2.612). This study identified the prevalence and time course of depression in a cohort of obese patients in the United Kingdom. Findings suggest the risk of depression is directly proportional to BMI above 30 kg/m2 . Therefore, clinicians should note higher BMI levels confer increased risk of depression.