Despite a large amount of research on depression and abuse, there is still a controversy on how abuse is measured and on childhood trauma’s effect on the physiological function of adults. Here, we attempt to clarify the relationship between different types of abuse and depression while focusing on childhood abuse. This article, unlike prior research, provides an overview that addresses physical, psychological, and sexual abuse and their psychological impact on the victims. Results show that abuse is a vulnerability factor for a variety of mental and physical health problems and that psychological abuse is strongly associated with depression. More research is needed to understand (a) the role of abuse in the development and maintenance of depression and, in particular, longitudinal studies that also account for the large number of risk and protective factors that influence this relationship and (b) how different types of abuse can influence response to treatment among survivors with depression, in order to provide effective trauma-focused approaches to manage depressive symptoms.