Abstract Background Migrant workers are a group susceptible for depression evolution due to occupational maladaptive triggers. The social rank theory illustrates the pathology process from defensive adaptation to depression, pointing out the early prevention of depression by discovering entrapment. This study aims to reveal the relationship between migrant workers’ entrapment and depressive symptoms. Methods A total of 1805 migrant workers in Shenzhen were recruited by stratified multi-stage sampling. Sample’s demographic, behavioral and psychosocial characteristics were described and analyzed to reveal the relationship between entrapment and depressive symptoms. The Receiver Operator Characteristic was performed to find the optimal cut-off point of Entrapment Scale for predicting depressive symptoms. Results In the binary logistic regression of sociodemographic variables, migrant workers who were married (univariate odds ratio (ORu) = 0.69, 95% Confidence Interval (CI) = 0.56–0.84), owned 1 or 2 children (ORu = 0.71, 95% CI = 0.58–0.86), had been working over 10 years (ORu = 0.71, 95% CI = 0.54–0.95), earned > 4999 yuan per month (ORu = 0.68, 95% CI = 0.47–0.99; multivariate odds ratio (ORm) = 0.57, 95% CI = 0.38–0.87) or with low risks of alcohol use disorders (ORu = 0.51, 95% CI = 0.34–0.75) had lower risks of depressive symptoms. After adjusted the aforementioned significant sociodemographic variables, migrant workers with severer entrapment were more likely to have depressive symptoms (adjusted odds ratio (ORa) = 1.13, 95% CI = 1.12–1.15). Besides, the study proved the reliability and validity of the Chinese version Entrapment Scale, preferring a two-dimensional structure, and 11 was the optimal cut-off value of this scale for predicting depressive symptoms among migrant workers. Conclusions This result indicates the potential value of entrapment according to the social rank theory on facilitating early prevention of migrant works’ depression and the application value of Entrapment Scale for effectively measuring mental status among migrant workers.