Heroin addiction and depression have recently become more serious, seriously affecting people' s lives. The relationship between them has been well discovered, but the role gender plays in this relationship remains unclear. Therefore, the purpose of this paper is to discuss the relationships between heroin addiction, depression and their treatments, and the role of gender differences in these relationships. Firstly, heroin addiction and depression are separately introduced, including their impacts, gender difference and treatments for heroin addiction. Reviewing previous literature shows a strong correlation between heroin addiction and depression, and they influence and contribute to each other. This relationship leads to our focus on patients with both heroin addiction and depression. We find that gender plays a role in influencing the level of both diseases and the outcomes of treatments, showing that women have higher depression scores before treatments and their depression scores decrease faster after treatments. In conclusion, heroin addiction and depression are both influenced by gender, and women and men react differently to treatments, so future research should consider this factor when choosing treatments. Moreover, treatments should be studied and categorized to fit both genders' specific needs.