Depression occurs in around 35% of patients with Parkinson disease (PD) and is often persistent. Symptoms of depression can be evident in individuals at the time of diagnosis and might develop in the premotor stage of the disease. The underlying mechanisms of depression in PD are not known in detail, but changes in brain structure, signaling by neurotransmitters, and levels of inflammatory and neurotrophic factors are all suggested to contribute to its development. Psychosocial factors and pain could also have roles in depression. Changes in dopaminergic, noradrenergic and serotonergic systems in patients with PD might help to explain the incidence of depression in these individuals. Antidepressants that have dual serotonergic and noradrenergic effects are the drugs of choice for treating depression in PD. However, antiparkinsonian drugs might have beneficial effects not only on the motor symptoms of disease, but also on a patient's mood. Deep brain stimulation can worsen depression in some patients, but a preliminary study has suggested that transcranial magnetic stimulation could improve symptoms of depression. This Review describes the frequency and course of depression in patients with PD. The mechanisms that underlie depression in this disease are also discussed, and the management strategies for these patients are highlighted.