Depression constitutes the most frequent comorbid condition associated with rheumatoid arthritis (RA), with prevalence rates ranging from 14% to 48%. This wide range can be explain by several factors including subtypes of depression considered, instrument of measure (i.e self-questionnaires versus clinical interview), threshold applied but also the overlap of symptoms between the two conditions. Despite being a frequent comorbid condition in RA, depressive states are repeatedly underdiagnosed and thus, often remain untreated. Consequences are dramatic as conclusive evidence show that depression deleteriously impacts just about all outcomes of RA, including disease activity, arthritis-related complications, level of pain, chance of remission, quality of life and mortality. Importantly, links between depression and RA appear to be bidirectional as if RA patients show increased prevalence of depression. Conversely, patients with depression compared to the general population have higher risk to develop RA. Among the factors explaining this strong association between depression and RA, recent advances have underlined the putative role of models based on the inflammatory hypothesis. Pro-inflammatory cytokines such as tumor necrosis factor, interleukin (IL)-1, IL-6, and IL-18 are involved in RA pathogenesis, but also in depression. Furthermore, the connections between the central nervous system, the peripheral system and the immune system are now better understood. As a consequence of the strong comorbidity and the aggravate prognostic, the management of patient showing this dual diagnosis should be carefully monitor. The common physiopathology also opens the path to utilization of RA treatment in severe depression or treatment-resistant depression.