Background: People with heart failure may have associated comorbidities and illnesses, which are key risk factors for depression. In a tertiary care facility in Riyadh, Saudi Arabia, the relationship between heart failure, depression, and associated comorbidities will be methodologically evaluated. Methods: From January to July 2022, a case-control research was carried out. Patients who had heart failure were considered cases, whereas healthy individuals attending the primary care facility were considered as controls. The exposure was a prior history of heart failure as assessed by the PHQ-9 (Patient Health Questionnaire 9). Score was calculated, and depression severity was categorized (mild, moderate and severe). Results: A total of 800 participants were approached, out of whom 600 fulfilled the inclusion criteria and consented to participate, 420 (70%) participants were enrolled as cases and 180 (30%) as controls. For cases vs controls, mean (SD) age was 59.512± 15.417 and 31.06±5.992 years, 265 (63.1%) and 75 (41.7%) were males, respectively. Odds ratio (OR) (95% CI) of having heart failure and being depressed (PHQ-9) was 3.02 (2.44-3.83), p value <0.0001. The association remained significant even after adjusting for gender and age in Model 1 OR (95% CI): 2.82 (2.27-3.60), p value <0.0001, hypertension and stroke in Model 2 OR (95% CI): 2.87 (2.29-3.71), p value <0.0001 and malignancy and COPD in Model 3 OR (95% CI): 2.94 (2.31-3.85), p value <0.0001. Conclusion: Heart failure and depression had direct relation especially in individuals with certain associated comorbidities as hypertension, stroke, cancer, COPD, and older male patients.