Background Depression is one of the most serious yet understudied issues among Bangladeshi nurses, bringing health dangers to this workforce. This study aimed to investigate how workplace violence (WPV), bullying, burnout, and job satisfaction are correlated with depression and identify the factors associated with depression among Bangladeshi nurses. Methods For this cross-sectional study, data were collected between February 26, 2021, and July 10, 2021 from the Bangladeshi registered nurses. The Workplace Violence Scale (WPVS), the Short Negative Acts Questionnaire [S-NAQ], the Burnout Measure-Short version (BMS), the Short Index of Job Satisfaction (SIJS-5), and the Patient Health Questionnaire (PHQ-9) were used to measure WPV, bullying, burnout, job satisfaction, and depression, respectively. Inferential statistics include Pearson’s correlation test, t-test, one-way ANOVA test, multiple linear regression, and multiple hierarchal regression analyses were performed. Results The study investigated 1,264 nurses (70.02% female) with an average age of 28.41 years (SD = 5.54). Depression was positively correlated with WPV, bullying, and burnout and negatively correlated with job satisfaction (p <0.001). According to the multiple linear regression model, depression was significantly lower among nurses with diploma degrees (β = -1.323, 95% CI = -2.149 to -0.497) and bachelor’s degrees (β = -1.327, 95% CI = -2.131 to– 0.523) compared to the nurses with master’s degree. The nurses who worked extended hours (>48 hours) had a significantly higher depression score (β = 1.490, 95% CI = 0.511 to 2.470) than those who worked ≤ 36 hours. Depression was found to be significantly higher among those who did not receive a timely salary (β = 2.136, 95% CI = 1.138 to 3.134), rewards for good works (β = 1.862, 95% CI = 1.117 to 2.607), and who had no training on WPV (β = 0.895, 95% CI = 0.092 to 1.698). Conclusions Controlling burnout, bullying, and workplace violence, as well as improving the work environment for nurses and increasing job satisfaction, are the essential indicators of reducing depression. This can be accomplished with integrative support from hospital executives, policymakers, and government officials.