Objective: Depressive symptoms (depression thereafter) are common among menopausal women but findings across studies have been inconsistent. This meta-analysis examined the pooled prevalence of depression among Chinese menopausal women. Methods: Two investigators independently searched both international (PubMed, EMBASE and PsycINFO) and Chinese (CNKI, WanFang, SinoMed and VIP) databases from their inception date until 9 April 2019. Studies that reported the prevalence of depression as measured by the Hamilton Depression Scale (HAMD) were pooled using a random-effects model. Results: Twenty-three cross-sectional studies were included in the meta-analysis. The pooled prevalence of depression in menopausal Chinese women was 36.3% (95% CI: 27.5–45.1%), with mild depression of 18.6% (95% CI: 13.4–23.8%), moderate depression of 15.3% (95% CI: 9.4–21.3%), and severe depression of 3.7% (95% CI: 1.9–5.5%). Meta-regression analyses revealed that older age (B = 0.12, z = 8.18, p < 0.001) and better study quality (B = 0. 24, z = 8.33, p < 0.001) was significantly associated with higher depression prevalence. Conclusions: Depression is common among menopausal Chinese women. Due to its negative impact on health, regular screening and effective treatments should be developed for this population.