This study investigated the relationship between depression, family function, physical symptoms, and illness uncertainty in women with chronic kidney disease. Data were collected through structured questionnaire that was completed by 120 women undergoing hemodialysis. Assessment instruments consisted of the Family Adaptability, Partnership, Growth, Affection, Resolve Scale, Symptom Experience Scale, Mishel's Uncertainty in Illness Scale for Adults, and the Center for Epidemiological Studies‐Depression Scale. The higher the uncertainty about illness and physical symptoms, the higher is the level of depression, and the better the family function, the lower is the level of depression. Greater uncertainty was associated with poorer family function and worsening physical symptoms. A regression model explained 41% of the variance in depression. Significant predictors of depression were physical symptoms, living alone, illness uncertainty, and “poor” subjective health status. To improve depression of women with chronic kidney disease, nurses need to reduce physical symptoms and illness uncertainty in these patients and improve their subjective health status. In addition, the establishment of a therapeutic support system considering living arrangement will help to reduce depression in women with chronic kidney disease.