Major depression and cardiovascular diseases are 2 of the most prevalent health problems in Western society, and an association between them is generally accepted. Although the specific mechanism behind this comorbidity remains to be elucidated, it is clear that it has a complex multifactorial character including a number of neuronal, humoral, immune, and circulatory pathways. Depression-associated cardiovascular abnormalities associate with cardiac dysfunctions and with changes in peripheral resistance. Although cardiac dysfunction in association with depression has been studied in detail, little attention was given to structural and functional changes in resistance arteries responsible for blood pressure control and tissue perfusion. This review discusses recent achievements in studies of depression-associated abnormalities in resistance arteries in humans and animal experimental models. The changes in arterial structure, contractile and relaxing functions associated with depression symptoms are discussed, and the role of these abnormalities for the pathology of major depression and cardiovascular diseases are suggested.