Depression in dialysis populations is affected by co-morbid diseases, such as cardiovascular disease, diabetes, and immune dysfunction, and it also includes high suicide risk and frequent hospitalizations. Depressive disorders have a close association with malnutrition and chronic inflammation, as well as with cognitive impairment. Impaired cognitive function may be manifested as low adherence to dialysis treatment, leading to malnutrition. Additionally, chronic pain and low quality of sleep lead to high rates of depressive symptoms in haemodialysis patients, while an untreated depression can cause sleep disturbances and increased mortality risk. Depression can also lead to sexual dysfunction and non-adherence, while unemployment can cause depressive disorders, due to patients' feelings of being a financial burden on their family. The present review provides a holistic approach to the factors affecting depression in haemodialysis, offering significant knowledge to renal professionals.