Insecure attachment to primary caregivers is associated with the development of depression symptoms in children and youth. This association has been shown by individual studies testing the relation between attachment and depression and by meta-analyses focusing on broad internalizing problems instead of depression or adult samples only. We therefore meta-analytically examined the associations between attachment security and depression in children and adolescents, using a multilevel approach. In total, 643 effect sizes were extracted from 123 independent samples. A significant moderate overall effect size was found (r = .31), indicating that insecure attachment to primary caregivers is associated with depression. Multivariate analysis of the significant moderators that impacted on the strength of the association between attachment security and depression showed that country of the study, study design, gender, the type of attachment, and the type of instrument to assess attachment uniquely contributed to the explanation of variance. This study suggests that insecure attachment may be a predictor of the development of depression in children and adolescents. When treating depression in children, attachment should therefore be addressed.