Morbidity and mortality of cardiovascular disease (CVD) is exceedingly high worldwide. Depressive illness is a serious psychiatric illness that afflicts a significant portion of the population in all countries. Numerous epidemiological studies have confirmed that high comorbidity exists between these two conditions. Apparently healthy individuals with depression have at least a two-fold higher risk of developing CVD. Following myocardial infarction the emergence of clinical depression poses heightened risk of morbidity and mortality. To understand the complex mechanisms accountable for this comorbidity, several factors have been considered. They include pathophysiologic factors, such as sympathoadrenal activation, homeostatic imbalance between the sympathetic and the parasympathetic systems with diminished vagal tone and loss of heart rate variability in depression. Neuroendocrine factors consist mainly of hypothalamic-pituitary-adrenal axis activation resulting in hypercortisolemia with associated sequelae. Platelet activation and hypercoaguability have been demonstrated in depression and appear to normalize with selective serotonin reuptake inhibitor (SSRI) treatment. Inflammatory processes and release of proinflammatory cytokines have also been described whether or not depression is comorbid with another disease entity. Endothelial dysfunction has been detected in depression and may prove to be a trait marker for this illness. Central and peripheral serotonergic transmission may be one common link between the two disease entities. Comorbid depression must be treated vigorously and SSRIs exert beneficial action not only in ameliorating depression but also in reversing platelet activation and inflammation, thereby reducing cardiovascular morbidity and mortality.