Intimate partner violence (IPV) is a serious issue that affects women from many different cultures and contexts around the world and has serious mental health consequences such as depression. This review has systematically identified studies that have made cross-cultural comparisons of the relationship between IPV and depression. Parallel literature searches of PsychInfo, Academic Search Complete, and the Web of Knowledge were conducted for the period between January 1993 and August 2013 and reference lists of articles were scanned. Studies written in English that included a measure of depression and IPV and compared these constructs across women of different cultural groups were included. Eleven studies with a total of 33,716 participants met all the inclusion criteria. While all studies found a relationship between IPV and depression, six found that there were significant differences in IPV and depression between cultures and five indicated that there was no significant difference in this relationship between cultures. The reviewed literature suggests that where there are cross-cultural differences in the relationship between IPV and depression, factors such as help-seeking behavior, individual coping strategies, racism, identity as a wife, and cultural values are likely to play a mediating role. Future research should examine the unique contribution of these factors in alleviating depression associated with IPV within cultural groups.