Introduction Recent cross-national research by Levecque et al (Journal of Health and Social Behaviour, in press) has shown that the health effects of social experiences are attenuated, boosted or even reversed by the sociopolitical context. More specifically, it was found that the link between economic hardship and depression varies between different welfare state regimes in Europe.

Objectives Currently, we assess whether this variation in depressing effect is totally attributable to differences in welfare state arrangements or whether welfare state attitudes play a significant role as well. Is economic hardship more depressing when the individual considers the state as the main provider for an adequate standard of living, or is the risk of depression higher when emphasis is put on self-provision and individual responsibility?

Methods Analyses are based on data for 23 countries in the European Social Survey 2006–2007 (N=41686). Multilevel linear regressions are performed. Depression is measured using the Center for Epidemiologic Studies Depression Scale (CES-D 8).

Results We find that experiencing economic hardship is significantly more depressing for individuals who consider the state as the main responsible for providing an adequate standard of living. This pattern is observed in all welfare state regimes and remains significant when controlling for gender, age, having a partner, educational level, social support and locus of control.

Conclusion The link between economic hardship and depression is dependent on both structural welfare state arrangements and welfare state attitudes.