The prevalence of major depression is increased in Alzheimer disease (AD), but currently the basis of this association remains unclear. The present study examined rates of depression in 4 groups of participants with postmortem examination from the Baltimore Longitudinal Study of Aging: (1) cognitively normal controls with no Alzheimer pathology, (2) cognitively normal individuals with Alzheimer pathology, (3) individuals with mild cognitive impairment plus Alzheimer pathology, (4) individuals with clinical diagnoses of dementia plus Alzheimer pathology. Depressive symptoms were assessed using the Center for Epidemiologic Studies Depression Scale. Individuals with Alzheimer pathology but no cognitive decline before death had significantly lower rates of depression than cognitively normal controls with no Alzheimer pathology and individuals with Alzheimer pathology plus clinical diagnoses of dementia. These findings suggest that depression is a risk factor for AD in the presence of AD pathology, but depression is not a risk factor for AD pathology.