Courses of Parkinson’s disease (PD) that are complicated by weight loss result in poorer overall treatment outcome and lower quality of life. To determine the contribution of depression, which has not yet been specified in the etiology of weight loss in PD, symptomatology and anamnesis from 215 outpatients diagnosed with PD were assessed using a comprehensive battery of neuropsychiatric scales. A percentage of 31 comorbid depressed patients and a comparison with a control population allowed an accurate characterization of effect sizes, sex differences, and patterns of the contribution of comorbid depression to weight loss. Our study showed that comorbid depression had a clinically relevant effect concerning reduced body mass index in male (0.3; Hedges’ g) but not in female PD patients. Although some possible confounders are not controlled here, our results support the need of monitoring depressive symptoms in the courses of PD, particularly in male patients.