Depression is common among patients with chronic heart failure (HF) and leads to more symptoms of HF, decreased quality of life, and an increased risk for premature death. Depressed HF patients also use more health care resources, which increases the economic burden on the health care system. The assessment of risk factors of depression such as age younger than 60–65 years, poor physical functioning, previous depression, poor self-efficacy, living alone, and distressful relationships, in combination with the use of depression instruments, can be helpful in detecting depression in HF patients. Unfortunately, interventions on how to relieve depression in patients with HF have not been investigated thoroughly; however, depression agents as well as HF education, social support, exercise therapy, stress management, and relaxation have been shown to be useful interventions. Because of poor outcomes, studies that examine the effectiveness and/or side effects of pharmacologic as well as nonpharmacologic interventions on depressed patients with HF are needed.