There is growing interest in the role of Dehydroepiandrosteron (DHEA) in depression. To evaluate the validity of its administration in depression, the role of DHEA in the mechanism of depression and cardiovascular risk, as so the results of clinical trials must be considered. According to accessible literature, both concepts of depression - monoaminergic and glucocorticoid-are related. The key role may be played the impairment in regulatory function of monoaminergic, glucocorticoid and GABAergic receptors in the limbic area of the brain, caused by a genetic factor or acquired by stress. Consequently even weak stimulation Could lead to inefficiency of the Limbic- hypothalamic-pituitary-adrenal (LHPA) homeostasis, with overproduction of cortisol. The excess of cortisol is facilitating the development of depression by damaging the limbic, especially hippocampal neurons. Furthermore, the cortisol is increasing cardiovascular risk by its atherogenic properties. The DHEA, because of its antiglucocorticoid activity is supposed to be a protective factor against depression and cardiovascular risk. Positive effects of administration of DHEA in depression were observed in clinical trials. However the results of estimation of DHEA and SDHEA in the blood of depressed patients were inconsistent. In animals, administration of high doses of DHEA was decreasing the experimental atherogenesis. However the investigation in numbered human populations showed correlation of increased level of DHEA with a decreased risk of cardiovascular disorder in men - but not in women. Further research on relation between depression, DHEA and cardiovascular risk, with special concern upon the differences in men and women is needed.