This paper proposes a method for monocular underwater depth estimation, which is an open problem in robotics and computer vision. To this end, we leverage publicly available in-air RGB-D image pairs for underwater depth estimation in the spherical domain with an unsupervised approach. For this, the in-air images are style-transferred to the underwater style as the first step. Given those synthetic underwater images and their ground truth depth, we then train a network to estimate the depth. This way, our learning model is designed to obtain the depth up to scale, without the need of corresponding ground truth underwater depth data, which is typically not available. We test our approach on style-transferred in-air images as well as on our own real underwater dataset, for which we computed sparse ground truth depths data via stereopsis. This dataset is provided for download. Experiments with this data against a state-of-the-art in-air network as well as different artificial inputs show that the style transfer as well as the depth estimation exhibit promising performance.