Introduction: The pilot phase of the Coset-MSA cohort study assessed the prevalence of depressive symptoms among working-age individuals enrolled in the Mutualité sociale agricole (MSA) in five departments, according to sociodemographic and occupational characteristics, and described exposure to psychosocial occupational factors and the prevalence of depressive symptoms in relation to these exposures. Method: Participants in the pilot phase of the Coset-MSA cohort were recruited in five departments through random selection from the MSA databases and invited to complete a self-administered questionnaire. The analysis sample included individuals who reported at least one occupational activity in 2010 (whether salaried or not). The prevalence of depressive symptoms was calculated using the Center for Epidemiologic Studies-Depression (CES-D) scale; exposure to psychosocial occupational factors was measured using the Effort-Reward Imbalance (ERI) questionnaire. The prevalence of depressive symptoms was described according to occupational exposure to effort, reward, and the effort-reward ratio based on the ERI questionnaire. Results: The prevalence of depressive symptoms among employees was 14.7% (95% CI: [11.8–17.6] among men and 21.2% [17.1–25.4] among women; among non-salaried individuals, it was 13.6% [10.5–16.8] among men and 19.1% [13.0–25.2] among women. Among employed men, the prevalence of depressive symptoms increased significantly with age. Among men regardless of status (employed or not) and among employed women, exposure to higher effort, a higher effort-to-reward ratio, or lower rewards was associated with a higher prevalence of depressive symptoms. Discussion and Conclusion: This study sheds new light on the prevalence of depressive symptoms and exposure to psychosocial workplace factors among MSA-affiliated workers in five departments in 2010. These findings will be further explored using data from the national expansion of the Coset-MSA cohort, for which recruitment was completed in 2018.