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Major depression is an independent risk factor for the development of cardiovascular disease. In patients with existing cardiovascular disease, major depression has a large impact on the quality of life and is associated with a poor course and prognosis. Potential mechanisms responsible for this association can be categorized as biological and behavioural variables that do not exclude each other but interact. Biological factors include alterations of the autonomous nervous system, the hypothalamic-pituitary-adrenal axis, the immune system and the vascular system. Major depression also raises the risk for further diseases, such as diabetes mellitus or obesity, which themselves are associated with higher cardiovascular risks. On a behavioural level, depression is often associated with an unhealthy life style such as smoking and physical inactivity. Additionally, depressed patients have more difficulties to implement recommended behavioural changes and to adhere to medication. Furthermore, some classes of antidepressants may also increase cardiovascular risk. All these factors play an important role in the association between depression and cardiovascular disease.