Introduction The aim of this study was to examine the associations between on the one hand depressive complaints and risk of future sickness absence and on the other hand experience of health complaints and help seeking behavior in the working population. Methods Cross-sectional data were used from employees working in the banking sector (n = 8,498). The screening instrument included measures to examine the risk of future sickness absence, depressive complaints and help seeking behavior. Results Of employees reporting health complaints, approximately 80% had already sought help for these complaints. Experience of health complaints and subsequent help seeking behavior differed between employees with mild to severe depressive complaints and employees at risk of future sickness absence. Experience of health complaints was highest in employees identified with both concepts (69%) compared with employees identified at risk of future sickness absence only (48%) and with mild to severe depressive complaints only (57%). In those employees identified with one or both concepts and who had not sought help already, intention to seek help was about 50%. Conclusions From a screening perspective, employees who do not experience health complaints or who do not have the intention to seek help may refuse participation in early intervention. This might be a bottleneck in the implementation of preventive interventions in the occupational health setting