Dry eye disease (DED) is a multifactorial disease affecting tear quality and/or production and eye surface and is one of the most common eye disorders found in clinical practice. The association between psychiatric disorders and dry eye has been the subject of several studies since patients with this syndrome present a tendency toward a depressive mood. This narrative review aims to demonstrate the relationship between depression and DED, which is due to the side effects of psychotropic drugs or the tendency of the low pain threshold of the depressive patient. The work was produced from the analysis of 13 articles published during the last decade on this subject and demonstrated that the depressive state is linked to the appearance or worsening of DED resulting from chronic eye pain. Also, the treatment of depression with selective inhibitors of serotonin receptors causes inflammatory cytokine secretion with subsequent inflammation and apoptosis of cells on the ocular surface. The need for new studies on optimization of psychiatric treatment in patients with ophthalmic diseases, such as DED, was verified, aiming at the relief of symptoms and the reduction of psychological and eye damage caused by them.