We have preliminarily investigated the hypothesis that sugar consumption may impact the prevalence of major depression by correlating per capita consumption of sugar with the prevalence of major depression. Major depression prevalence data (annual rate/100) was obtained from the Cross‐National Epidemiology of Major Depression and Bipolar Disorder study [Weissman et al., 1996]. Sugar consumption data from 1991 was obtained from the Food and Agricultural Organization of the United Nations. For the primary analysis, sugar consumption rates (cal/cap/day) were correlated with the annual rate of major depression, using the Pearson correlation coefficient. For the six countries with available data for the primary analysis, there was a highly significant correlation between sugar consumption and the annual rate of depression (Pearson correlation 0.948, P=0.004). Naturally, a correlation does not necessarily imply etiology. Caveats such as the limited number of countries with available data must be considered. Although speculative, there are some mechanistic reasons to consider that sugar consumption may directly impact the prevalence of major depression. Possible relationships between sugar consumption, β‐endorphins, and oxidative stress are discussed. Depression and Anxiety 16:118–120, 2002. © 2002 Wiley‐Liss, Inc.