Only a few cross-sectional studies have assessed the association between coffee, tea and caffeine and the risk of depression. Our aim was to determine the association in a population-based cohort study. The population-based Kuopio Ischaemic Heart Disease Risk Factor Study cohort was recruited between 1984 and 1989 and followed until the end of 2006. We investigated the association between the intake of coffee, tea and caffeine and depression. Eastern Finland. Middle-aged men (n 2232). Altogether, forty-nine men received a discharge diagnosis of depression. We classified subjects into quartiles according to their mean daily coffee intake: non-drinkers (n 82), light drinkers (<375 ml/d, n 517), moderate drinkers (375-813 ml/d, n 1243) and heavy drinkers (>813 ml/d, n 390). Heavy drinkers had a decreased risk (RR = 0.28, 95 % CI 0.08, 0.98) for depression when compared with non-drinkers, after adjustment for age and examination years. Further adjustment for socio-economic status, alcohol consumption, smoking, maximal oxygen uptake, BMI and the energy-adjusted daily intakes of folate and PUFA did not attenuate this association (relative risk (RR) = 0.23, 95 % CI 0.06, 0.83). No associations were observed between depression and intake of tea (drinkers v. non-drinkers; RR = 1.19, 95 % CI 0.54, 2.23) or caffeine (highest quartile v. lowest quartile; RR = 0.99, 95 % CI 0.40, 2.45). Coffee consumption may decrease the risk of depression, whereas no association was found for tea and caffeine intake.