Depression in patients who have had a myocardial infarction is an important clinical problem because it is extremely common and because the comorbidity complicates depression treatment and worsens the cardiovascular prognosis. Studies of psychotherapy, exercise, pharmacotherapy, and collaborative care demonstrate that effective treatment of depression is possible but the strength of the effects seen in most studies is low, and cardiovascular and all-cause morbidity and mortality benefits have not been proven. Recent collaborative care studies have had promising outcomes. For pharmacotherapy, side effects, including bleeding and arrhythmia risks, require special attention. Recovery from depression is associated with better long-term cardiovascular prognosis, while treatment per se is not.