Background This study aimed to estimate the annual burden of cardiovascular diseases and depression attributable to five psychosocial work exposures in 28 European Union countries (EU28) in 2015. Methods Based on available attributable fraction estimates, the study covered five exposures, job strain, effort-reward imbalance, job insecurity, long working hours and workplace bullying; and five outcomes, coronary/ischemic heart diseases (CHD), stroke, atrial fibrillation, peripheral artery disease and depression. We estimated the burden attributable to each exposure separately and all exposures together. We calculated Disability-Adjusted Life Years (DALY) rate per 100 000 workers in each country for each outcome attributable to each exposure and tested the differences between countries and between genders using the Wald test. Results The overall burden of CHD attributable to the five studied psychosocial work exposures together was estimated at 173 629 DALYs for men and 39 238 for women, 5092 deaths for men and 1098 for women in EU28 in 2015. The overall burden of depression was estimated at 528 549 DALYs for men and 344 151 for women (respectively 7862 and 1823 deaths). The three highest burdens in DALYs in EU28 in 2015 were found for depression attributable to job strain (546 502 DALYs), job insecurity (294 680 DALYs) and workplace bullying (276 337 DALYs). Significant differences between countries were observed for DALY rates per 100 000 workers. Conclusions Such results are necessary as decision tools for decision-makers (governments, employers and trade unions) when defining public health priorities and work stress preventive strategies in Europe.