Depressive disorders, are not only common but also among the leading causes of disability worldwide. They are associated with increased incidences of various other diseases. It has been shown that in patients with autoimmune diseases, when depression coexists, the quality of life is worse and medical treatment and management is compromised. Depression-like symptoms, such as fatigue and disinterest are also common in inflammatory rheumatic diseases and often associated with poor quality of life. Medical therapy targeting inflammation results in alleviation of these symptoms in many patients. Interestingly, there is cumulating evidence suggesting potential roles of inflammatory cytokines in the pathogenesis of major depression. Effects of some of the biological agents used in rheumatic diseases have been studied on depressive disorders. Results have been controversial and further studies are needed in this area. These findings suggest associations between depression and inflammatory rheumatic diseases and raise the possibility that treatment of one of them might influence the outcome of the other. We have reviewed the current literature on associations between depression and inflammatory rheumatologic diseases, such as rheumatoid arthritis, systemic lupus erythematosus, Sjogren's syndrome and ankylosing spondylitis.