Context: Depression is a risk factor for vascular disease and vice versa. Identification of biological mechanismscommonfor Depression and vascular pathology at microvascular level, and understanding their clinical significance may contribute to better treatment and prognosis of this combined physical/psychiatric disorder. Evidence Acquisition: We searched the PubMed computer database for the following key words “ Microvascular AND Depression” on the 28th of October, 2015 to obtain relevant articles, which were consequently summarized to facilitate further research in the field of psychiatry. Results: The majority of studies support the suggestion that microvascular abnormality is associated with Depression even if several documents do not necessarily support this idea. It seems probable that microvascular abnormality is only relevant in particular subtypes of Depression, for example Depression due to a general medical condition, late-life Depression, or pharmacoresistant Depression. The biological mechanisms by which microvascular abnormality is interconnected with Depression may cover genetics, epigenetics, endothelial dysfunction, inflammation or hyperhomocysteinemia. Conclusions: Further research should be aimed at identifying biological mechanisms common in Depression and microvascular pathology, including genetics and epigenetics, longitudinal studies of this subcategory of patients with Depression, and possible pharmacotherapy overcoming the usual non-responsiveness. An active detection and aggressive treatment of physical diseases associated with microvascular pathology and Depression, like hypertension, diabetes or inflammation, is warranted. This way, the patients experience less distress, their quality of life will increase, and societal cost of this vascular/psychiatric disorder will be reduced.