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There is increasing evidence for an association between low muscular strength and depressive symptoms. In this review the existing literature on the association between muscular strength and depression particularly in older people as reported in epidemiological studies is summarized. From the literature search, conducted in PubMed (January 1980–May 2018), 17 papers (8 cross-sectional and 9 longitudinal studies) were selected. All cross-sectional studies reported significantly lower odds of having depressive symptoms with increased levels of muscular strength and this association persisted even after adjusting for several confounders including the level of physical activity. The majority of the longitudinal studies also reported that low muscular strength was independently associated with a higher risk of developing depression but more studies are needed to confirm this evidence. Furthermore, future investigations are needed to explore the exact mechanisms of muscular strength in relation to depression. Low muscular strength is a modifiable factor for depression, which is of great public health interest.