Depression associated with delusion is generally called delusional depression from the clinical aspect. Since the introduction of tricyclic antidepressant for the treatment of depressive patients, it has been discussed whether delusional depression should be designated as a distinct syndrome or merely a severe variant of major depression. In this article, we reviewed the reports of studies, including ours, that have directly compared various factors of delusional and nondelusional depression to examine the validity of delusional depression as a clinical distinct entity. It may be given as a conclusion that delusional depression is a disorder that can be differentiated from nondelusional depression on many important dimensions, particularly suicidality, biological characteristics, clinical course, and therapeutic response.