The aim of this study was to identify factors associated with high Framingham Risk Score (FRS) in medicated patients with major depressive disorder (MDD). We examined 61 medicated patients with MDD (mean age 37.77 ± 7.67, 90.2% women) and 43 non-depressed controls (mean age 38.26 ± 9.20, 90.7% women). We administered the Hamilton Depression Rating Scale (HAM-D) and measured systolic blood pressure (SBP), diastolic BP (DBP), mean arterial BP (MAP), pulse wave velocity (PWV), intima-media thickness (IMT), interleukin-6 (IL-6) and triglycerides. We found that medicated patients with MDD had significantly higher levels of HAM-D score ( < 0.01), SBP ( = 0.015), MAP ( = 0.037), IL-6 level ( = 0.007), as compared with controls. Medicated patients who remained moderately to severely depressed showed significantly higher SBP ( = 0.049), DBP ( = 0.009), MAP ( = 0.024), IL-6 level ( = 0.019), left PWV ( = 0.004) and average PWV ( = 0.026) than those with mild depression. Multivariate regression showed that the interaction effect between HAM-D score and triglyceride level ( = 0.018) was significantly associated with FRS in medicated patients with MDD. This study highlights that the interaction effect of the severity of depression and the triglyceride level, was a modifiable factor positively associated with high FRS.