The aim of the present study was to systematically review the association of comorbid mental disorders with indirect health care costs in patients with coronary artery disease (CAD). A comprehensive database search was conducted for studies investigating persons with CAD and comorbid mental disorders (Medline, EMBASE, PsycINFO, Psyndex, EconLit, IBSS). All studies were included, which allowed for a comparison of indirect health care costs between CAD patients with comorbid mental disorders and CAD patients without mental disorders. The literature search revealed 4962 potentially relevant studies, out of which 13 primary studies met the inclusion criteria. Depression was investigated most often (N = 10), followed by anxiety disorders (N = 3) and any mental disorder not further specified (N = 3). All studies focused on return to work as indirect cost outcome. CAD patients with depression showed diminished odds for return to work, compared to CAD patients without depression (OR = 0.37; 95% CI: 0.27-0.51). The findings for comorbid anxiety and any mental disorder were inconsistent. Indirect health care costs were exclusively assessed by a patient self-report (N = 13). There is strong evidence for diminished odds of return to work in CAD patients with comorbid depression, highlighting the need for integrated CAD and depression care. With regard to other comorbid mental disorders, however, the evidence is sparse and inconclusive.