BACKGROUND Although depression is the most commonly found psychiatric disorder in patients on chronic dialysis, its prevalence in earlier stages of chronic kidney disease (CKD) is not established. This study aims to investigate the prevalence of depression in patients with different stages of CKD and the factors associated with depressive affect. METHODS A total of 155 nondialytic patients with CKD on conservative therapy and 36 patients on hemodialysis treatment were studied. Depression was rated using the Beck Depression Inventory (BDI) and the Beck Depression Inventory-Short Form (BDI-SF). Functional capacity was evaluated using the Karnofsky Performance Scale, and clinical and sociodemographic variables were also investigated. RESULTS Using the BDI, depression was identified in 37.7% of the patients on conservative treatment and in 41.7% of those on hemodialysis (p=NS, not significant). The percentage of patients on conservative therapy with moderate or severe depression was higher when the BDI was used, compared with the BDI-SF (37.7% vs. 12.3%, p<0.001). No association was observed between depression and the stages of kidney disease. Among patients with CKD, depression was more prevalent among females (17.9%), patients of low income (54.2%), patients of social class D or E (47.4%), those living with friends or relatives (41.2%) and patients with poor functional capacity (p<0.001). CONCLUSIONS We observed a high prevalence of depression in patients with CKD, but no significant difference was found between the stages of the disease. Depression was associated with sociodemographic characteristics and functional capacity.