The prevalence of depression varies from 1 to 17% in different geographic regions, and its incidence is 70% higher in women than men. Today, depression affects more than 300 million people worldwide, affecting twice as many women from adolescence to adulthood. In addition to this earlier onset, depression in women tends to be more severe. Cardiovascular disease and depression are chronic diseases that have a major impact on cardiovascular and all-cause morbidity and mortality, with evidence of a two-way relationship between them, in which depression is a predictor of cardiovascular disease and vice versa. In females, the degree of illness and prognosis are more severe when both diseases are present, than when diagnosed alone. In patients with acute or chronic cardiovascular disease, especially women, a systematic screening for depression should be considered as a preventive strategy of cardiovascular events, aiming to reduce the risk of future events. There are still no clinical studies designed to assess the impact of antidepressant treatment on cardiovascular outcomes in women.