The relationship between depression and dementia is complex and still not well understood. A few putative pathological mechanisms leading to depression, cognitive dysfunction and dementia, were investigated, involving the: HPA axis and Glucocorticoid system, Serotonergic system, Glutamatergic/gabaergic system, Neurotrophins and transcription factors (BDNF, TGF-β1,CREB), Inflammation, Increased vascular disease - "Vascular depression" and Oxidative and Nitrosative stress (O&NS).