Depression is a highly prevalent risk factor for incident coronary heart disease (CHD) and for cardiovascular morbidity and mortality in patients with established CHD. Several biological and behavioural mechanisms have been hypothesized to underlie the relationship between depression and CHD, but none has been shown to account for more than a small proportion of the risk. Only a few clinical trials have examined whether treating depression decreases the risk of cardiac events in patients with established CHD. None of these trials has shown that treatment results in improved cardiac outcomes, but the differences in depression outcomes between the intervention and control groups have been small and not clinically significant. Nevertheless, secondary analyses of these trials suggest that prognosis improves when depression improves. Concerted efforts to develop more potent interventions for depression, identification of high-risk subtypes of depression, and further research on the biobehavioural mechanisms linking depression to CHD are needed to pave the way for definitive clinical trials.