Depression’s burden of disease goes beyond functioning and quality of life and extends to somatic health. Results from longitudinal cohort studies converge in illustrating that major depressive disorder (MDD) subsequently increases the risk of cardiovascular morbidity and mortality with about 80%. The impact of MDD on cardiovascular health may be partly explained by mediating mechanisms such as unhealthy lifestyle (smoking, excessive alcohol use, physical inactivity, unhealthy diet, therapy non-compliance) and unfavorable pathophysiological disturbances (autonomic, HPA-axis, metabolic and immuno-inflammatory dysregulations). A summary of the literature findings as well as relevant results from the large-scale Netherlands Study of Depression and Anxiety (N = 2981) are presented. Persons with MDD have significantly worse lifestyles as well as more pathophysiological disturbances as compared to healthy controls. Some of these differences seem to be specific for (typical versus ‘atypical’, or antidepressant treated versus drug-naive) subgroups of MDD patients. Alternative explanations are also present, namely undetected confounding, iatrogenic effects or ‘third factors’ such as genetics.