The 2010 Global Burden of Disease Study estimates the premature mortality and disability of all major diseases and injuries. In addition it aims to quantify the risk that diseases and other factors play in the aetiology of disease and injuries. Mental disorders and coronary heart disease are both significant public health issues due to their high prevalence and considerable contribution to global disease burden. For the first time the Global Burden of Disease Study will aim to assess mental disorders as risk factors for coronary heart disease. We show here that current evidence satisfies established criteria for considering depression as an independent risk factor in development of coronary heart disease. A dose response relationship appears to exist and plausible biological pathways have been proposed. However, a number of challenges exist when conducting a rigorous assessment of the literature including heterogeneity issues, definition and measurement of depression and coronary heart disease, publication bias and residual confounding. Therefore, despite some limitations in the available data, it is now appropriate to consider major depression as a risk factor for coronary heart disease in the new Global Burden of Disease Study.