Background Understanding of the relationship between multi-drug resistant tuberculosis and mental health is limited. With growing prevalence of multi-drug resistant tuberculosis, addressing mental ill-health has potential to improve treatment outcomes and well-being. In several low and middle-income contexts hospitalisation during treatment is common. Understanding of the impact on mental ill-health is required to inform interventions for patients with multi-drug resistant tuberculosis. Our aim was to identify the prevalence of comorbid depression among in-patients being treated for multi-drug resistant tuberculosis and to explore their experiences of comorbid disease and the care they received in a large specialist chest hospital in Dhaka, Bangladesh. Methods We conducted a quantitative cross-sectional survey among 150 multi-drug resistant tuberculosis in-patients (new cases = 34%, previously treated = 66%) in 2018. A psychiatrist assessed depression was assessed with the Structured Clinical Interview for Depression (SCID DSM-IV). We used multi-level modelling to identify associations with depression. Experience Bangladeshi researchers conducted qualitative interviews with 8 patients, 4 carers, 4 health professionals and reflective notes recorded. Qualitative data was analysed thematically. Results We found 33.8% (95% CI 26.7%; 41.7%) of patients were depressed. While more women were depressed 39.3% (95% CI 27.6%; 52.4%) than men 30.4% (95% CI 22%; 40.5%) this was not significant. After controlling for key variables only having one or more co-morbidity (adjusted odds ratio [AOR] = 2.88 [95% CI 1.13; 7.33]) and being a new rather than previously treated case (AOR = 2.33 [95% CI 1.06; 5.14]) were associated (positively) with depression. Qualitative data highlighted the isolation and despair felt by patients who described a service predominantly focused on providing medicines. Individual, familial, societal and health-care factors influenced resilience, nuanced by gender, socio-economic status and home location. Conclusions Patients with multi-drug resistant tuberculosis are at high risk of depression, particularly those with co- and multi-morbidities. Screening for depression and psycho-social support should be integrated within routine TB services and provided throughout treatment.