Abstract Background This study aimed to investigate general factors associated with prognosis regardless of the type of treatment received, for adults with depression in primary care. Methods We searched Medline, Embase, PsycINFO and Cochrane Central (inception to 12/01/2020) for RCTs that included the most commonly used comprehensive measure of depressive and anxiety disorder symptoms and diagnoses, in primary care depression RCTs (the Revised Clinical Interview Schedule: CIS-R). Two-stage random-effects meta-analyses were conducted. Results Twelve (n = 6024) of thirteen eligible studies (n = 6175) provided individual patient data. There was a 31% (95%CI: 25 to 37) difference in depressive symptoms at 3–4 months per standard deviation increase in baseline depressive symptoms. Four additional factors: the duration of anxiety; duration of depression; comorbid panic disorder; and a history of antidepressant treatment were also independently associated with poorer prognosis. There was evidence that the difference in prognosis when these factors were combined could be of clinical importance. Adding these variables improved the amount of variance explained in 3–4 month depressive symptoms from 16% using depressive symptom severity alone to 27%. Risk of bias (assessed with QUIPS) was low in all studies and quality (assessed with GRADE) was high. Sensitivity analyses did not alter our conclusions. Conclusions When adults seek treatment for depression clinicians should routinely assess for the duration of anxiety, duration of depression, comorbid panic disorder, and a history of antidepressant treatment alongside depressive symptom severity. This could provide clinicians and patients with useful and desired information to elucidate prognosis and aid the clinical management of depression.