Coronary artery disease (CAD) and depression are characterized by high bilateral comorbidity, but its pathogenesis is practically not studied.In the last decade, neurogenic mechanisms of the inflammatory response and brain-derived neurotrophic factor (BDNF), which can explain the relationship between depression and CAD, have been studied. The review summarizes the available information on BDNF role in the pathogenesis of CAD and depression, as well as their comorbid course for the period of 2019-2024. Based on the literature review, we identified the components and systems that are most promising for studying the BDNF role in the pathogenesis of these multifactorial diseases (genetics, inflammation, neuroinflammation, endothelial dysfunction and platelet hyperactivation, hypothalamic-pituitary-adrenal system, low-density lipoproteins and triglycerides). The review emphasizes the important role of BDNF in the development of depression in CAD and the need for further research in this area.