Background: Mental health is a growing concern worldwide. It is not well understood whether Nepali workers, including international labour migrants from Nepal, are at higher risk of developing mental health problems. The purpose of our study is to determine the prevalence of and examine the risks factors for depression among returnee migrants and non-migrant working male adults in Nepal. Methods: A cross-sectional survey of a probability-based sample of 725 participants was conducted in February 2020. The sample was comprised of two groups based on migration status: returning migrants and non-migrants. Logistic regression was applied to investigate factors associated with symptoms depression.Results: The overall prevalence of depression was 10.1%. However, the prevalence of depression was lower (7%) among returnee migrants compared to non-migrants (13.7%). Participants in the lower income group were more at risk of depression (OR=5.38, 95% CI: 1.96-14.78) than those in the higher income group. Similarly, Buddhists and Christians were more likely to be depressed (OR=2.17, 95% CI: 1.02-4.64) than Hindus. Interestingly, participants having more than two children had a higher prevalence of depression (OR=5.14, 95% CI: 1.22-21.63) compared with those having no children. Unmarried participants were more likely to be depressed (OR=4.05, 95%, CI:1.10-14.93) than those who were married. Conclusion: The working Nepali adult male population in Nepal, including returning migrants, is at risk of depression, but this risk is lower in those in the higher income group, returnee migrants, married, Hindus and those with no children. This study highlights the need to monitor and develop national policies to ensure the mental health of Nepali male adult population, including returnee migrants.