Inflammatory biomarkers and depression have been proposed as novel coronary heart disease (CHD) risk markers. However, prospective studies have rarely assessed these 2 candidate CHD risk markers simultaneously in predicting incident CHD events. Therefore, although depression and elevated inflammatory biomarkers frequently covary, it is unclear how these risk markers relate to each other and to CHD event onset. The elucidation of these causal pathways has important clinical implications for patients who are depressed and/or have elevated inflammatory biomarkers. In this review, the publications examining the relations among depression, inflammation, and CHD events are discussed.