Ambient air pollution and depression: A systematic review with meta-analysis up to 2019

•A systematic review identified 22 studies from 10 countries of the world.•Short-term exposure to NO2 was associated with an increased odds of depression.•Long-term PM2.5, PM10, and NO2 exposure was not associated with depression.•Short-term PM2.5, PM10, SO2, and O3 exposure was not associated with depression.