Depression and coronary heart disease (CHD) are leading causes of disability and show a high comorbidity. Furthermore, depression is an independent risk factor for an unfavorable course and increased mortality in patients with CHD. In contrast, successful treatment of depression can reduce the risk of cardiac events. Currently, there are several treatment options for the management of depression in CHD, including self-management strategies, psychotherapy, pharmacotherapy and collaborative care models. This article provides an overview of the epidemiology of depression in CHD, the mechanisms of association and the current state of evidence with respect to the different treatment options.