The relationship between depression and cancer has long captured the imagination of clinicians and the lay population. Therefore, the science behind this putative relationship is paramount to determine reality from myth. This chapter begins with a historical and relevant clinical overview from within the context of psycho-oncology and psychoneuroimmunology. An exploration of the association between cancer and depression follows by reviewing cancer initiation and progression data in the context of depression. Biological correlates of the stress response in depression, inflammation, and its effects on cancer are presented. Social attributes to these biological phenomena are also evaluated through the putative mechanisms of epigenetics and the stress response. The strongest data for the relationship between depression and cancer fall into four distinct areas: (1) the cytokine hypothesis of depression; (2) dysregulation of the HPA, glucocorticoids, and diurnal circadian rhythms; (3) enhanced sympathetic nervous system activity; and (4) alterations in DNA protein transcription/epigenetics.