Background. Depression is a major contributor to the global burden of disease. Its occurrence in patients living with epilepsy is not just common but also a serious comorbidity. Patients tend to suffer if the depressive disorder is undetected and thus untreated. The aim of this study is to estimate the prevalence of depressive disorder in patients with epilepsy. Also, the sociodemographic and clinical factors that are associated with the development of depression in people living with epilepsy were examined. Materials and Method. This was a descriptive cross-sectional study of participants living with epilepsy and receiving care at the Federal Neuropsychiatric Hospital, Sokoto, Nigeria. Participants were recruited consecutively as they come for follow-up care. A sociodemographic/clinical questionnaire and General Health Questionnaire version 28 (GHQ-28) were first administered to participants followed by the Composite International Diagnostic Interview (CIDI). The descriptive statistics were generated and analyzed. Logistic regression was also done to determine the predictors of depression in the study participants. All test of probability was set at p<0.05. Results. A total of 400 participants with epilepsy were examined with GHQ-28 and CIDI. Out of the GHQ-28 examined individuals, 71 people (17.8%) met criteria for caseness while 35 participants (8.8%) were depressed when assessed with CIDI. The predictors of depressive illness in participants living with epilepsy were GHQ caseness (p≤0.001), minority ethnic group (p=0.006), and a positive family history of mental illness (p=0.021). Conclusion. Depression is common in people with epilepsy. Physicians should actively assess individuals with epilepsy for symptoms of depression. Special attention should be paid to patients with a family history of epilepsy and those from minority ethnic groups.