Despite the high prevalence of depression and hypertension, the relationship between the two diseases has received little attention. This paper reviews the epidemiological, pathophysiological, and prognostic aspects of this association, as well as its implications for treatment. A Medline search was conducted using the following key words: depression, blood pressure, blood pressure variability, physical morbidity, hypertension, mood, stress, hypertension, antidepressive agents, and genetics, from 1980 to 2004. We found descriptions of increased prevalence of hypertension in depressed patients, increased prevalence of depression in hypertensive patients, association between depressive symptomatology and hypotension, and alteration of the circadian variation of blood pressure in depressed patients. There is considerable evidence suggesting that hyperreactivity of the sympathetic nervous system and genetic influences are the underlying mechanisms in the relationship between depression and hypertension. Depression can negatively affect the course of hypertensive illness. Additionally, the use of antidepressive agents can interfere with blood pressure control of patients with hypertension by inducing changes in blood pressure and orthostatic hypotension.