Depression and cardiovascular diseases (CVDs) are common diseases and associated in a bidirectional manner.

To examine whether a bidirectional association between CVD and depression could be explained by shared risk factors, misclassification of disease measures or non-response.

A total of 10 population-based cohorts including 93 076 men and women (mean age 54.4 years, s.d. = 9.2) and an additional 10 510 men (mean age 51.2 years, s.d. = 0.3) were followed for subsequent depression, ischaemic heart disease (IHD) and stroke in the Danish National Patient Registry from health examinations between 1982 and 2015 and until end of follow-up in 2017–2018. Exposures were physicians’ diagnoses of IHD, stroke, depression or self-reported chest pain, depression, use of antidepressant medication and the Major Depression Inventory at the time of study entry in the Metropolit study. Associations were analysed using Cox proportional hazard regression with disease as time-dependent variables.

IHD and stroke were associated with subsequent depression (hazard ratio (HR) for IHD: 1.79, 95% CI 1.43–2.23 and HR for stroke: 2.62, 95% CI 2.09–3.29) and the associations were present in both men and women. Adjustment for the shared risk factors socioeconomic status, lifestyle, body mass index, statin use and serum lipids did not change the risk estimates. Furthermore, depression was associated with higher risk of subsequent IHD (HR = 1.63, 95% CI 1.36–1.95) and stroke (HR = 1.94, 95% CI 1.63–2.30). The associations were also present when the analyses were based on self-reported disease measures or restricted to include non-responders.

The bidirectional association between CVD and depression was not explained by shared risk factors, misclassification or non-response.