Background: The global challenge posed by the growing burden of depression especially in the setting of a rapidly developing and over-populated city with limited resources such as that represented by Lagos State needs to be tackled urgently. Evidence suggests that management of depression at primary care remains a cost-effective and viable option as there are limited number of mental health experts and facilities. This study was conducted to determine the knowledge, attitudes and practice of primary care physicians regarding the management of depression in primary health centres (PHCs) in Lagos state to allow for appropriate interventions. Methods: The setting was 10 randomly selected PHCs in Lagos state. 376 (94.5%) patients and 54 general practitioners (GPs) met the inclusion criteria of the study. PHC doctors completed a modified depression attitude questionnaire (DAQ). The Mini International Neuropsychiatric Interview (MINI) was administered on the clinic attendees to diagnose depressed patients. The case-notes of the patients after consultation with their doctors were compared to a checklist evaluating diagnosis, depressive symptoms and pattern of management. Results: About a quarter (24.2%) of the recruited patients were depressed. The GPs recognized depression in 1 (0.01%) out of the 91 identified by MINI and estimated that less than 5% of the patients attended to in the last 3 months had co-morbid depression. 28 (51.9%) and 16(29.6%) of the doctors had additional communication and mental health training respectively. Doctors attended to an average of 27 patients daily. There was an overwhelming preference for management of depression by psychiatrist rather than within PHCs. About 38 (70.4%) and 27 (50%) of the doctors believed patient requiring anti-depressants and psychotherapy respectively should be managed by a specialist. Only about two-fifth (42.6%) of the GPs was confident of their diagnostic skills and about a third (37%) exhibited moderate stigmatizing attitude believing depression is a sign of poor stamina. Treatment of depressed patients at the PHC was mainly symptomatically rather than syndromic. Conclusion: This study highlights the wide gap between prevalence of depression and detection rate at the Lagos state PHC, which is worrisome compared to what obtains in other countries. It also emphasizes the poor knowledge, practice and moderate stigmatizing attitudes towards depression amongst the doctors in this environment. Therefore, any depression targeted initiative in Lagos state, Nigeria; must take cognizance of the extremely low detection rate of depression and high `prevalence of depression in the PHCs.