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Abstract Objective This study investigated the factors associated with the high susceptibility of perimenopausal women to depression. Methods A total of 66 perimenopausal women participated in this study. The Zung self‐rating depression scale (SDS) was used to evaluate the intensity of depressive symptoms. The modified Kupperman index (KI) was used to assess common perimenopausal symptoms. Psychosocial factors were assessed via the Eysenck Personality Questionnaire, attitudes toward menopause checklist, and metacognition questionnaire (MCQ). Levels of serum estradiol, testosterone, and progesterone were determined. Results There were statistically significant associations between SDS standard score and the KI scale score (β = .361, p = .001), years of education (β = −.309, p = .005), and F3 cognitive self‐consciousness score of MCQ (β = −.234, p = .032; adjusted R2 = .264, F = 8.759, p < .001). Conclusions High susceptibility to depression of perimenopausal women may be related to lower educational level, more severe perimenopausal symptoms, and altered metacognition.