There has been a dramatic increase in rural-urban migration in China over the last two decades but there are few studies on the mental health of Chinese internal migrants. This study assesses the prevalence of depressive symptoms (DS) and their associated factors among migrant factory workers in Shenzhen, China. A questionnaire survey was sent to 4,280 migrant workers in 2009 with a response rate of 95.5%. Clinically relevant DS were identified using the Chinese version of the Centre for Epidemiologic Studies Depressive Scale. There is a high prevalence (21.4%) of clinically relevant DS among internal migrant factory workers. Higher scores were associated with being a minority, shorter intension of stay, working long hours, being a casual smoker or a frequent Internet user, and having better education. Stakeholders should be aware of the needs of these subgroups, particularly in the light of recent publicity about factory worker suicides in Shenzhen. (Contains 4 figures and 4 tables.)