Aim: To assess and compare general practitioners' (GPs’) views of diagnosing and treating depression in five southeastern European countries. Methods: A cross-sectional study was conducted in Albania, Bulgaria, Moldova, Romania, and Serbia. The sample included 467 GPs who completed a hard-copy self-administered questionnaire, consisting of self-assessment questions related to diagnosing and treating depression. Results: The most common barriers to managing depression in general practice reported by GPs were: patients’ unwillingness to discuss depressive symptoms (92.3%); appointment time too short to take an adequate history (91.9%), barriers for prescribing appropriate treatment (90.6%); and patients' reluctance to be referred to a psychiatrist (89.1%). Most GPs (78.4%) agreed that recognizing depression was their responsibility, 71.7% were confident in diagnosing depression, but less than one-third (29.6%) considered that they should treat it. Conclusions: Improvements to the organization of mental healthcare in all five countries should consider better training for GPs in depression diagnosis and treatment; the availability of mental healthcare specialists at primary care level, with ensured equal and easy access for all patients; and the removal of potential legal barriers for diagnosis and treatment of depression.