Background: Rapid social change has given rise to a general increase in psychological pressure, which lead to more and more Chinese people suffering from depression over the past 30 years. However, few literatures reported the influence of macro factors on depression of Chinese .The effects of macro-level and individual-level on depression of Chinese respondents aged 16-97 years were examined in this study. Methods: We conducted a multilevel analysis of the 2018 longitudinal follow up of the Chinese Family Panel Studies (CFPS), with 19072 respondents nested within the 25 Chinese provinces. Data for macro-level are extracted from National Bureau of Statistics of China, including three predictors: gross regional product (GRP) per capita, expenditure for social security and employment (ESSE) and rural and urban household income inequality. Depression is measured with the eight-item short version of the Center for Epidemiologic Studies Depression Scale (CES-D8). Result: We found that respondents who were female,30-59 years, divorced or widowed, less educated, rural residents, less body mass index (BMI) or had lower household income tended to report higher levels of depressive symptoms. After adjustment for individual-level features, a significant macro effect of provinces survives. The respondents who lived in province that were higher GRP, higher ESSE or smaller rural and urban household income inequality reported lower levels of depressive symptoms. Conclusions: Our results have demonstrated that depression is not fully explained by individual features. Economic social factors appear to have an impact on depression and have to be considered when planning for improved public depression. Meanwhile, our research also provides a reference for some provinces to further investigation and improvement of depression. Keywords: China; Individual-level; Macro-level; Influence factors; Depression; Multilevel analysis