Despite medical progress, high morbidity and mortality rates, due primarily to cardiovascular diseases, have persisted in patients with end-stage renal disease (ESRD). Recently, nontraditional risk factors, such as inflammation and malnutrition, have been emphasized in the development or progression of atherosclerosis in ESRD patients. Depression, the most common psychological problem in the ESRD population, is also known to be associated with inflammation and malnutrition, suggesting a possible link between depression with inflammation and cardiovascular diseases. The purpose of this study was to investigate the relationship between depression with cardiovascular risk factors and inflammation in patients undergoing continuous ambulatory peritoneal dialysis (CAPD). Eighty-one stable CAPD patients were enrolled. Depressive symptoms were assessed with the Beck Depression Inventory. Various cardiovascular risk factors and inflammatory markers were measured. Forty-three patients had depressive symptoms (53.8%). Patients with depressive symptoms showed significantly lower levels of albumin and IL-10, but higher levels of inflammatory markers than patients without depressive symptoms. Left ventricular hypertrophy was also found more frequently and pulse wave velocity and asymmetric dimethylarginine were all significantly increased in patients with depressive symptoms. Depression in CAPD patients was associated with inflammation and cardiovascular risk factors, and might be used as a predictor of cardiovascular diseases.