The purpose of this systematic literature review is to examine previous studies that investigated the relation between depression and binge eating disorder (BED). Medline/PubMed published data from 1980 through 2006 was tracked using the following keywords: "binge eating disorder and depression", "periodic binge eating and depression", "binge eating disorder" and "periodic binge eating". The findings of 14 studies were successfully highlighted: one cohort, four cross-sectional and nine case-control studies. Most studies (7/14) were conducted in the United States, with missing data varying between 2.3 and 44.32%, and seven studies emphasizing the most important variables. The majority of the studies (10/14) showed an association between depression and binge eating disorder, but carefully designed studies are required to minimize the limitations found in these studies.