We first review the associations between depression and cardiovascular diseases (CVDs). Then we examine them in the nationally representative Mini-Finland Health Survey, which covers 8,000 persons. Chronic somatic diseases and mental disorders were diagnosed using standardized methods. Cross-sectionally, CVDs and neurotic depression were associated both before and after adjustment for covariates. The strongest associations were observed in the case of severe CVDs. During a 6.6 year follow-up, the risk of CVD death and coronary death was elevated in depressed persons both with and without CVDs at entry. Much of the cross-sectional association is probably due to depression caused by CVDs. The outcome of CVD may be poorer in depressed persons. The hypothesis that depression is a cause of CVDs requires further study.