This study investigated cancer risk due to psychological stress, particularly depression, and its underlying mechanism, using a biomarker of cancer-related oxidative DNA damage, 8-hydroxydeoxyguanosine (8-OH-dG), in human leukocytes. We performed a cross-sectional study of 156 workers in which we examined the relationships of the 8-OH-dG levels to the scores of the General Health Questionnaire (GHQ) and the Center for Epidemiologic Studies Depression scale (CES-D). We also examined the possibility that 8-OH-dG synthesis might be associated with a stress-related increase in neutrophils, which have been reported to produce superoxide in response to psychological stress. The Severe depression scores of the GHQ in females were strongly and positively associated with the 8-OH-dG levels, whereas the CES-D scores in males were negatively associated. There was a positive correlation between the percentage of neutrophils and the 8-OH-dG levels in females. Psychological depression was related to cancer risk due to oxidative DNA damage in females, possibly via neutrophil activation.