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Abstract Background Previous cross-sectional studies revealed a higher prevalence of depression among glaucoma patients. However, cohort studies were in lack to build the risk of incident depression after the diagnosis of glaucoma. The aim of our study was to investigate the association between glaucoma and the subsequent risk of developing depression and to assess risk factors associated with depression in glaucoma patients. Methods A population-based retrospective cohort study using the Taiwan National Health Insurance Research Database was conducted from January 1, 2001 through December 31, 2011. Glaucoma patients (n = 8777) and age- and gender-matched control subjects without glaucoma (n = 35,108) were enrolled in the study. Kaplan-Meier curves were generated to compare the cumulative hazard of subsequent depression between the glaucoma and control groups. A Cox regression analysis estimated the crude and adjusted hazard ratios (HRs) for depression. Risk factors leading to depression were investigated among the glaucoma patients. Results Glaucoma patients had a significantly higher cumulative hazard of depression compared to the control group (p-value < 0.0001). The Cox regression model indicated that the glaucoma group had a significantly higher risk of depression (adjusted HR = 1.71). Within the glaucoma group, significant risk factors for depression included age, female, low income, substance abuse, and living alone. However, the use of β-blocker eye drops and the number of glaucoma medications were not significant risk factors for depression. Conclusion Patients with glaucoma are at significantly greater risk of developing depression. Among glaucoma patients, age, female, low income, substance abuse, and living alone were significant risk factors for depression.