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Although depression has been reported to be associated with various cardiovascular risk factors, whether an association exists between depression and prevalence of cardiovascular events is not well known. In particular, the effect of symptom frequency and cardiovascular events has not been described. Data were collected for patients older than 45 years from the 2007–2008 National Health and Nutrition Examination Survey (NHANES) data to study whether an association exists between depression and prevalence of coronary artery disease (CAD), myocardial infarction (MI), congestive heart failure (CHF), and stroke. The NHANES database is a nationally representative probability sample of noninstitutionalized US civilians. We divided patients feeling down/depressed/hopeless into 1 of the 2 categories: symptoms less than half the days of the week and those with less frequent symptoms. Logistic regression analysis was used to adjust for other covariates. A P value of <0.05 was considered statistically significant. More than 2700 patients were studied to analyze the association between severity of depression and prevalence of CAD, MI, CHF, and stroke. Significant associations were noted between depressive symptoms and prevalence of CAD, MI, CHF, and stroke. Those who reported being depressed more than half of the days of the week had 1.95 times greater odds of CAD [95% confidence interval (CI), 1.2473–3.0523], 2.54 times greater odds of CHF (95% CI, 1.6114–4.0126), 2.65 times greater odds of MI (95% CI, 1.7789–3.9521), and 1.91 greater odds of stroke (95% CI, 1.2002–3.0356) when compared with those who reported being depressed less than half of the days of the week. The results of this study suggest that the prevalence of CAD, MI, CHF, and stroke are significantly increased in individuals who report feeling down/depressed/hopeless for more than half the days of the week.