A strong association is noted between depression and early perimenopause as well as menopause. The association was found to be the greatest in women with natural menopause at the age less than 40 years. Excessive corticotropin-releasing hormone (CRH) levels in depression lead to inhibition of the hypothalamic-pituitary-gonadal (HPG) axis and increased cortisol levels which further inhibits the action of gonadotropin-releasing hormone (GnRH) neurons, gonadotrophs, and gonads. The resulting changes in luteinizing hormone (LH) amplitude, follicle-stimulating hormone (FSH) levels, and LH pulse frequency were noted in patients with depression.Besides depression, earlier surgical menopause is associated with cognitive decline. In addition, it is seen that menopausal changes predisposed females to an increased risk of depression. The association between dysmenorrhea and depression was found to be bidirectional and congruent in most studies. Patients with dysmenorrhea and coexisting depression had enhanced pain perception along with a poor response to pain relief measures. Even the treatment of underlying depression has been shown to cause menorrhagia. On the other hand, amenorrhea has also been reported as a side effect of sertraline and electroconvulsive therapy. Menstrual disorders contribute to a significant number of outpatient gynecological visits per year in the United States. Co-existing or history of depression can either be the cause of or interfere in the treatment of these disorders. Furthermore, the treatment of depression can be the etiology of various menstrual abnormalities, while menstrual disorders themselves could be the cause of depression. The increasing prevalence of depression, women's health, multiple female-specific subtypes, and the preexisting burden of menstrual disorders necessitates more detailed studies on the effects of depression on the menstrual cycle.