Depression is a common comorbid condition in patients with cardiovascular diseases (CVD) and a well-known risk factor for the development of CVD and CV mortality too. Depression and CVD are prevalent public health problems in the Western world. The background mechanisms underlying the relationship between depression and CVD are not well clarified. In this article, we review the recent knowledge regarding epidemiological data and possible etiological mechanisms (ie. higher prevalence of smoking, hypertension, metabolic syndrome, obesity in depression or the platelet hyperactivity theory and the endothelial progenitor cell theory) in point of the comorbidity of CVD and mood disorders.