Self-compassion has three interrelated components. They are (a) self-kindness as opposed to self-judgment, (b) common humanity versus isolation, and c) mindfulness rather than over-identification or avoidance. Research evidence has linked self-compassion to psychological well-being and low levels of psychopathology. The present study was conducted to investigate the relationship between self-compassion and depression and whether or not, such relationship differs among diverse populations. Fifty-four individuals residing in the United States and 31 individuals from Mexico completed both, the Beck Depression inventory (BDI) and the Self Other Four Immeasurables (SOFI) scale. The hypotheses that lower levels of depression were going to be found in self-compassionate individuals and that there will be no difference between both samples were supported. In both samples, the results indicate a statistically significant negative correlation between self-compassion and depression. Our findings suggest that regardless of culture, high levels of compassion might protect against depression. Future studies using experimental or longitudinal design should examine how these relationships unfold over time, which variable may be causal.