Empirical findings describe substantial variations in the prevalence of depression across countries. Yet clear explanations for these results are lacking. Objectives: The present study aims to replicate earlier findings on de mediation of the relation between the ability to experience meaning and severity of depression by existential anxiety. Second, the mediating role of the ability to connect to the embodied experience in the relation between the ability to experience meaning and severity of depression is investigated, as well as the direct effect of the ability to connect to the embodied experience on existential anxiety. Last, this study examines whether culture may play a role in the explanation of the variations in the severity of depression across countries. Specifically, the extent to which a culture reinforces people to connect to others, and the extent to which a culture encourages people to be open to new experiences are considered. Method: Path analysis with maximum likelihood estimation was applied on the responses of 1217 participants on a demographical questionnaire and four questionnaires about meaning, symptoms of depression, existential anxiety, and the ability to connect to the embodied experience (or the ability to ‘focus’), with an average age of 42,56 years old ( SD =14.250), living in 97 different countries. Results: Existential anxiety and the ability to connect to the embodied experience were both found as mediators of the relation between the ability to experience meaning experience and severity of depression. Also a significant direct positive effect of the ability to connect to the embodied experience on existential anxiety was found. No significant cultural differences for the indirect paths between the ability to experience meaning and severity of depression, trough existential anxiety and the ability to connect to the embodied experience, were found. Only for the direct path between the ability to experience meaning and severity of depression a significant difference was found between societies with a predominant collectivistic and societies with a predominant individualistic culture. Conclusion: These results confirm the importance of existential anxiety and the ability to connect to the embodied layer of life events in the understanding and therapeutic treatment of depression. In addition, this study suggests that existential anxiety and the ability to connect to the embodied experience might be universal underlying mechanisms in the relation between meaning experience and severity of depression. Cultural differences are situated in the possibility people have to find meaning in their lives, making them less or more prone to symptoms of depression. Yet culture appears to not affect the underlying mechanisms, i.e. existential anxiety, and the embodiment of life events.