A cross-sectional study was conducted on a random sample of 1,200 health care professionals in Marseille, France, in order to assess the prevalences of depression and burnout, and to compare these two entities. Depression was assessed by the Center for Epidemiologic Studies-Depression scale (CES-D), and burnout by the Maslach Burnout Inventory (MBI). Burnout is a syndrome of emotional exhaustion, depersonalization towards patients, and reduced sense of personal accomplishment. Some psychiatrists consider burnout to be a clinical form of depression. The prevalences of depression and burnout were very close: 17.1% and 15.7% among the women, 19.4% and 22% among the men, but 6.5% of the women and 9.4% of the men were both depressive and burned-out. A correlation was found between the CES-D and the subscales Emotional Exhaustion and Depersonalization of the MBI. Multivariate analysis and logistic regression models showed that many demographic and subjective variables influenced depression and burnout in different ways.