BackgroundResearch has consistently revealed a positive association between external locus of control and depression. Little, if any, research has investigated locus of control and depression in the sociocultural context of Botswana.AimTo explore the relationship between locus of control and depression among undergraduate students in Botswana and to determine the impact of age and gender on this relationship.SettingUniversity of Botswana.MethodsA sample of 272 students was surveyed through a self-administered questionnaire, which included the Levenson’s multidimensional locus of control scale, the Beck Depression Inventory-II and demographic questions. Data analysis utilised descriptive statistics, correlation analysis, independent samples t-tests and standard multiple regression analysis.ResultsOf the 272 participants, 47.3% scored low (minimal) levels of depression, 23.4% scored mild levels, 18.0% scored moderate levels and 11.3% scored severe levels of depression. Students who believed that they were in control of events in their lives were less likely to present with depressive symptoms (r = -0.29, p = 0.000), while students who believed that chance (r = 0.45, p = 0.000) or powerful others (r = 0.40, p = 0.000) controlled their lives were more likely to have high depression scores. Both internal and external locus of control, together with age, explained 31% of the variance in depression scores; gender made no significant contribution to levels of depression.ConclusionThe study results draw attention to locus of control as one of the cognitive variables associated with depression. Further research is needed to determine how locus of control can be addressed in the treatment and prevention of depression in university contexts.