Previous studies have suggested an association between secondhand smoke (SHS) exposure and risk of depressive symptoms. However, it remains unclear whether there is a dose–response relationship. The effect estimates were pooled using fixed-effect or random-effect models based on homogeneity analysis. The dose–response meta-analysis was performed by linear and non-linear regression. Subgroup analyses were conducted to explore the possible sources of heterogeneity. Twenty-four studies were included in this meta-analysis. SHS exposure was significantly associated with increased odds of depressive symptoms (odds ratio (OR) = 1.32, 95% confidence interval (CI) 1.25–1.39). For SHS exposure expressed as an ordinal variable, the dose–response meta-analysis revealed a monotonically increasing relationship between SHS exposure and depressive symptoms. A similar dose–response relationship was observed for SHS exposure expressed as a continuous variable (OR = 1.57, 95% CI = 1.26–1.87). Our findings suggest that SHS exposure is associated with increasing odds of depressive symptoms in a dose–response manner.