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Chronic obstructive pulmonary disease is a progressive lung disease characterized by chronic obstruction of the lung airflow that interferes with normal bleeding and is not fully reversible. Chronic smoking is the most common risk factor for COPD causing severe cough, wheezing, labored breathing and reduced functionality. COPD not only exerts pulmonary symptoms but also has a spill over the extra pulmonary effects. Owing to the impact of the disease, it may lead to conditions like osteoporosis, cardiovascular complications as well as to psychological effects such as depression and anxiety. Such comorbidities are hidden and are not effectively treated. Depression, one of the most common hidden comorbidities is known to be present but never diagnosed. Various scales like HAM-D and Bode Index can be used to diagnose the extent of depression. Our review mainly focuses on the various studies conducted worldwide and comparing the results of the same. Based on the worldwide analysis, depression is known to affect a COPD patient at later stages and requires immediate diagnosis and appropriate treatment.