Migrant workers (MWS) are a large population (277 million by the end of 2015) in China, to date, very limited studies have focused on mental health of MWS especially with a nationally representative database. This study aims to provide insight into the distribution of depression outcomes of migrants in China and identify relatively more vulnerable groups. To achieve this, we used China Family Panel Studies (CFPS) database containing 5913 observations, spanning 25 provinces in China conducted in 2012. Our results indicated that the distribution of depression, estimated with the Center for Epidemiologic Studies Depression Scale (CES-D), was uneven among sub-groups of MWS. The findings showed that MWS were more susceptible to depression than adults with a city hukou. Economic status, education levels, and self-rated health had negative relationships with the depression outcomes among MWS. Otherwise, Migrants that were male performed better in depression than those female. Using the results, this research can provide references and help for government decision making for raising the depression outcomes among MWS.