The risk of depression is related to multiple various determinants. The consideration of multiple neighborhoods daily frequented by individuals has led to increased interest in analyzing socio-territorial inequalities in health. In this context, the main objective of this study was (i) to describe and analyze the spatial distribution of depression and (ii) to investigate the role of the perception of the different frequented spaces in the risk of depression in the overall population and in the population stratified by gender. Data were extracted from the 2010 SIRS (a French acronym for "health, inequalities and social ruptures") cohort survey. In addition to the classic individual characteristics, the participants reported their residential neighborhoods, their workplace neighborhoods and a third one: a daily frequented neighborhood. A new approach was developed to simultaneously consider the three reported neighborhoods to better quantify the level of neighborhood socioeconomic deprivation. Multiple simple and cross-classified multilevel logistic regression models were used to analyze the data. Depression was reported more frequently in low-income (OR = 1.89; CI = [1.07-3.35]) or middle-income (OR = 1.91; CI = [1.09-3.36]) neighborhoods and those with cumulative poverty (OR = 1.64; CI = [1.10-2.45]). In conclusion, a cumulative exposure score, such as the one presented here, may be an appropriate innovative approach to analyzing their effects in the investigation of socio-territorial inequalities in health.