Coronary heart disease (CHD) is associated with significant psychiatric comorbidity, in particular, depression. Recent evidence suggests that depression following a coronary event or diagnosis is a significant risk factor for both mortality and morbidity. Further, there is compelling evidence that depression is a significant predictor in the development of CHD. Surprisingly, given the relationship of depression to patient outcome, screening for depressive disorder in this patient group is generally not routine and clinically significant psychiatric disorder often remains undetected. This mini review summarises the contemporary evidence of the mechanisms underpinning the CHD-depression relationship and explores the main issues that need to be considered by clinicians in providing effective screening for this clinical group. Examples of best screening practice will be highlighted and the efficacy of interventions targeting depression in this group discussed.