This study was to investigate prevalence of depression among migrant hypertensive patients in primary care and to examine hypertensive patients' social capital and its relationship with the prevalence of depression. An on-site–based cross-sectional study was performed in Shenzhen, China. A total of 830 migrant hypertensive patients completed the survey by using systematic sampling design. A questionnaire including information of depressive symptoms and social capital was administered by face-to-face interview surveys. We found that the prevalence of depression was 11.0% among migrant hypertensive patients in primary care. Social ties (odds ratio = 1.197, 95% confidence interval: 1.034, 1.387) and trust (odds ratio = 2.061, 95% confidence interval: 1.342, 3.165) were statistically significant associated with the prevalence of depression. Our study shows that the prevalence of depression is high among migrant hypertensive patients in primary care. It also suggests an inverse association between social capital and depression among migrant hypertensive patients. Although causal pathways between social capital and depression cannot be established by the present study, it is plausible to design and implement social interventions to improve mental health of migrant hypertensive patients in primary care.