"Today, let's talk about depression and have some courageous conversations. Share stories of hope and recovery, ask for help if you're out there struggling, and reach out and offer support to someone in your life who may need it."
The overall goal of the day was to get more people with depression seeking and getting help.
WHO director-general Dr Margaret Chan said the new figures were a wake-up call for all countries to re-think their approaches to mental health and to treat it with the urgency it deserves.
WHO mental health and substance abuse director Dr Shekhar Saxena said one of the first steps was to address issues around prejudice and discrimination.
"The continuing stigma associated with mental illness was the reason why we decided to name our campaign Depression: Let's talk," she said.
"For someone living with depression, talking to a person they trust is often the first step towards treatment and recovery."
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (available 24/7)
• Whatsup: 0800 942 8787 (Mon-Fri 1pm to 10pm. Sat-Sun 3pm-10pm)
• Depression helpline: 0800 111 757 (available 24/7)
• Rainbow Youth: (09) 376 4155
• Samaritans 0800 726 666
• If it is an emergency and you feel like you or someone else is at risk, call 111.