The present study explores sense of coherence (SOC) levels in two clinical samples (outpatients with neurotic disorders) with the same Turkish cultural background in comparison to the German reference values as well as the association between SOC and depression and the protective role of SOC. A total of 96 Turkish patients in Germany (36.67 ± 9.52 years) as well as 60 local Turkish patients (38.57 ± 10.15 years) have been examined for SOC measured with the Sense of Coherence scale (SOC-29) and depression with the Beck Depression Inventory (BDI). Both samples scored significantly lower for SOC compared to the normal Turkish and German population and to German subjects with psychiatric symptoms (p < 0.001) but did not differ significantly from each other. Negative significant correlations were found between SOC and the degree of depressiveness in both groups (immigrants: r = -0.59, p < 0.001; Turks: r = -0.51, p < 0.001). Multiple regression analyses including SOC, age, gender, education, marital and employment status have demonstrated SOC to be the strongest predictor for depressiveness. SOC can be regarded as a protective factor for depression in patients with Turkish migration background in Germany and in local Turkish patients. However, further studies are needed to clarify if the concept SOC can be used adequately in collectivistic cultures as, for example, the Turkish one.