Depression emerges as a risk factor for cardiovascular disease, and it is thought that successful antidepressant treatment may reduce such a risk. Therefore, antidepressant treatment embodies a potential preventive measure to reduce cardiovascular events in patients with depression. Accumulating evidence indicates that antidepressants have off-target effects on vascular dysfunction and in the early stages of atherosclerosis, which form the basis for cardiovascular disease (CVD) pathogenesis. In this context, we performed a thorough review of the evidence pertaining to the effects of different classes of antidepressant medications on hemodynamic and early atherosclerosis markers. The preclinical and clinical evidence reviewed revealed a preponderance of studies assessing selective serotonin reuptake inhibitors (SSRI), whereas other classes of antidepressants are less well-studied. Sufficient evidence supports a beneficial effect of SSRIs on vascular inflammation, endothelial function, arterial stiffening, and possibly delaying carotid atherosclerosis. In clinical studies, dissecting the hypothesized direct beneficial antidepressant effect of SSRIs on endothelial health from the global improvement upon remission of depression has proven to be difficult. However, preclinical studies armed with appropriate control groups provide evidence of molecular mechanisms linked to endothelial function that are indeed modulated by antidepressants. This suggests at least a partial direct action on vascular integrity. Further research on endothelial markers should focus on the effect of antidepressants on treatment responders versus non-responders in order to better ascertain the possible beneficial vascular effects of antidepressants, irrespective of the underlying course of depression.