The aim of this study is to assess the prevalence and predictors of depressive symptoms in women with polycystic ovary syndrome (PCOS). In a cross-sectional study of 114 women seeking consultation for symptoms of PCOS (menstrual irregularity, hirsutism, and/or acne), personal and family history of depression (HD and FHD respectively) were enquired. Vitamin D status (n = 104) and manifest depressive symptoms assessed by personal health questionnaire (PHQ) (MD) were evaluated in a subset (85). Relationships between HD and MD with PCOS symptoms, FHD, and vitamin D status were assessed using adjusted analyses. Thirty-five percent acknowledged a HD; MD (PHQ > 4) was apparent in 43 %. HD was associated with hirsutism (OR 2.4, 95 % CI 1.01-5.9), disturbed sleep (OR 3.0, 95 % CI 1.3-6.9), and with FHD (OR 4.8, 95 % CI 1.7-13.5). Disturbed sleep (OR 2.4, 95 % CI 1.01-5.7) and FHD (OR 3.8, 95 % CI 1.3-11.2) were independent predictors of HD adjusting for race and BMI. An inverse correlation was noted between serum 25 OH vitamin D (25OHD) levels and PHQ score, but only in those with vitamin D deficiency (25OHD ≤ 30 ng/ml, n = 57, r =-0.32, p = 0.015). 25OHD < 20 ng/ml (OR 3.5, 95 % CI 1.1-11.8) and HD (OR 12.8, 95 % CI 3.6-45.2) predicted scoring in the highest PHQ tertile after adjusting for hirsutism, BMI, and race. In women with PCOS, disturbed nocturnal sleep and FDH predicted personal HD, whereas HD and vitamin D deficiency related to the severity of MD symptoms.