Depression is a major mental health condition and is expected be the most debilitating and widespread health disorder by 2030. Tuberculosis (TB) is also a leading cause of morbidity and mortality worldwide and interestingly, is a common comorbidity of depression. As such, much attention has been paid to the association between these 2 pathologies. Based on clinical reports, the association between TB and depression seems to be bidirectional, with a substantial overlap in symptoms between the 2 conditions. TB infection or reactivation may precipitate depression, likely as a consequence of the host's inflammatory response and/or dysregulation of the hypothalamic–pituitary–adrenal axis. Nevertheless, few studies have considered whether patients with depression are at a higher risk for TB. In this review, we discuss the hypotheses on the association between depression and TB, highlighting the immuno‐inflammatory response and lipid metabolism as potential mechanisms. Improving our understanding of the interplay between these 2 disorders should help guide TB clinical care and prevention both in patients with comorbid depression and in the general population. Review on the association between depression and tuberculosis, includes a potential mechanism underlying depression's role in increasing the risk for tuberculosis.