Introduction: One of the physical symptoms of depression is asthma. Asthma generates great social and economic burden and deterioration in the quality of life; aggravating the patient's depression. Objective: To determine the association between asthma and depression in a Peruvian sample according to the depression scale of the Center for Epidemiological Studies (CES-D). Methods: A cross-sectional, analytical study was carried out through a secondary database analysis of the CRONICAS cohort. Our primary variable was the presence or not of asthma, measured through self-reported criteria. The response variable was depression, which was measured through the CES-D, with cutoffs ≥ 16 and ≥ 23 points. Results: We worked with a total of 2901 subjects. The prevalence of asthma was 1.86 %, depression was 36.44 % (CES-D ≥ 16) and 16.99 % (CES-D ≥ 23). In the first regression analysis, patients with depression (CES-D ≥ 16) were 87 % more likely to be asthmatic than those without (PR = 1.87; 95 % CI: 1.10-3.20). For the second analysis, patients with depression (CES-D ≥23) had 183 % higher frequency of being asthmatic compared to those without depression (PR = 2.83; 95 % CI: 1.57-5.11). In both cases it was adjusted for the confounding covariates of sex, age, marital status, body mass index, daily smoking status, alcohol drinker and physical activity. Conclusions: The study showed that depression is associated with a higher prevalence of asthma, independent of the score used.