Over the 50% of the world's population now is living in the cities and particularly in the large metropolitan areas. Empirical evidence again and again confirms that some features of the context of a large city can influence the mental health of citizens. Faris and Dunham in 1939 were the first to show that the environmental and social disorganization in neighborhoods of Chicago was one of the most important factors to undermine the mental health of residents. This evidence was confirmed by a study carried out in midtown Manhattan, New York City. It suggests that the urban characteristics, such as social and environmental disorganization, could affect the mental health of the residents. Substantial evidence links structural inequalities to health and mental health and the researchers suggest that the disproportionate concentration of recent immigrants in urban neighborhoods contributes to racial and ethnic health disparities. While most part of the studies has examined the relationships between neighbourhood characteristics (e.g. socio-demographic characteristics, stability and mobility of the residents, ethnic composition, public transport, availability of green areas and parks, meeting places for social and cultural events, sport and leisure facilities, shopping centres, health and social services, etc.) and mental health, few studies have examined the factors that contribute to increase the incidence and the prevalence of the depressive disorders. Our research in Milan, Italy, is carrying out at the neighborhoods level, in analysis of intercity comparison, typically focused on the evaluation between environmental characteristics, neighbourhood-specific, and the incidence and prevalence of depression in residents.