Introduction: Menopause is a physiological period in a woman’s life, but it is often accompanied by symptoms that affect mental well-being and general health, including a tendency for depression. Aim of the study: To evaluate the predisposition to the symptoms of depression in women from Poland, Belarus, Belgium, and Greece. Material and methods: the method of diagnostic survey was used, and the research tools were: The Menopause Rating Scale, the Kupperman Index, Beck Depression Inventory, and a self-made survey questionnaire. Results: Hormone replacement therapy (HRT) was used by 15.8% of Polish, 19% of Belgian, 14.3% of Belarusian, and 15.2% of Greek women patients. The mean value of the Kupperman Index (range 0–63) in Poland was 14.8 ± 8.6, in Belgium—15.5 ± 6.6, Belarus—14.0 ± 9.4, and Greece—10.8 ± 6.5, while the total measure of Menopause Rating Scale (MRS) (range 0–44) was 12.2 ± 7.6 in Poland, 13.8 ± 6.5 in Belgium, 10.8 ± 8.0 in Belarus and 12.9 ± 7.4 in Greece. The severity of mental distress followed a similar pattern across all countries (slightly stronger than mild). The results for somatic complaints were similar, whereas the level of sexual issues varied, with the highest in Belgium and the lowest in Belarus. The mildest symptoms of menopause were experienced by Belarusian women and the most severe by Belgian women. The severity of depression, according to the Beck Depression Inventory (range 0–63), was as follows: Poland 10.5 ± 7.9; Belgium—11.1 ± 5.7; Belarus—13.7 ± 5.7; Greece—11.8 ± 6.6. Conclusions: The differences between the development of perimenopausal-related symptoms across countries were statistically significant. The incidence and severity of depression showed statistically significant differences between the countries studied—the highest was in Belarus and the lowest in Poland. Depression levels were not differentiated by subjects’ age or the use of hormone therapy but by subjects’ education. In Poland and Belarus, increased menopausal pain measured by the Kupperman Index altered ...