The relationship of personality and depression has been a long time interest in the psychology field. Therefore, with the help of Beck’s Depression Inventory second edition (BDI-II) and the Big Five Personality Model, this study aimed to measure the relationship the between personality and depression in order to see which personality trait would be the most likely to have a risk of developing depression. A sample of 100 respondents among the Management and Science University were chosen by accidental sampling. There were questions for five personality traits asked in order to correlate five different traits in particular with depression score. On the other hand, gender was also one of the variables in comparing the two variables. With the use of the Big-Five Personality model, it was revealed that most of the students were within the healthy and positive personality ranges, with Neuroticism being the most likely personality trait that would potentially develop depression. The findings showed BDI-II score among the respondents was borderline of mild and moderate, while the Big-Five Personality test indicated high scores in agreeableness and openness traits. There was no gender difference in term of BDI-II score and most of the personality traits except agreeableness in which female scored significantly higher than male. The relationship of BDI-II score were significantly correlated with Neuroticism and Conscientiousness traits.