Depression plays a clear and undeniable role in infertility. In this study, we investigated the status of depression and the levels of fertility hormones in infertile women. One hundred infertile women and 50 fertile controls participated in this study. The serum levels of cortisol, anti-mullerian hormone (AMH), luteinizing hormone (LH), follicle-stimulating hormone (FSH) and inhibin B markers were measured using electro-quantitative luminescence and ELISA techniques. The results showed a significant difference between the case and control groups in terms of the serum levels of LH, FSH, and AMH (P-value˂ 0.05). Depression was significantly associated with AMH in infertile women (P-value = 0.049). AMH and FSH showed a significant difference between the two groups of depressed fertile and depressed infertile women (P-value = 0.005, P-value = 0.042, respectively). In addition, there was a significant difference between the two groups regarding depression status (P-value = 0.003). We concluded that depression might affect AMH, FSH levels, and infertility. As a result, examining all the important and relevant markers of infertility and paying attention to the psychological conditions of women are highly important. Thus, it is possible to prioritize these cases to improve couples' fertility.