In sub-Saharan African cities, the epidemiological transition has shifted a greater proportion of the burden of non-communicable diseases, including mental and behavioral disorder, to the adult population. The burden of major depressive disorder and its social risk factors in the urban sub-Saharan African population are not well understood and estimates vary widely. We conducted a study in Ouagadougou, Burkina Faso, in order to estimate the prevalence of major depressive episodes among adults in this urban setting.