OBJECTIVE Depression is a mood disorder characterized by persistent feelings of loss of interest along with a cluster of clinical symptoms. It is a significant public health concern affecting 350 million people worldwide. Depression has an association with increased risk of cardiovascular disease. The World Health Organization estimates both depression and coronary artery disease to be the two major causes of disability-adjusted life years by year 2020. Early identification of subclinical cardiovascular disease in people suffering from depression may significantly impact risk stratification of these patients. METHODS An electronic search of MEDLINE database was carried out using PubMed and OvidSP. Subclinical atherosclerosis was identified by coronary artery calcium (CAC). A total of 24 studies were identified to be included in the review. RESULTS In this review of twenty-four studies, we found that twelve studies identified a positive association between depression and subclinical atherosclerosis. Ten studies found no significant association between depressive symptoms and coronary calcification. Whereas, two studies showed negative association. CONCLUSIONS There is mixed evidence assessing the relationship between depression and CAC. Depressive symptoms may represent a potentially modifiable risk factor for early prevention of cardiovascular disease especially in younger patients with moderate to severe depression.