Modern times have seen depression and cardiovascular disease (CVD) become notorious public health concerns, corresponding to alarming proportions of morbidity, mortality, decreased quality of life, and economic costs. Expanding comprehension of the pathogenesis of depression as an immunometabolic disorder has identified numerous pathophysiologic phenomena in common with CVD, including chronic inflammation, insulin resistance, and oxidative stress. These shared components could be exploited to offer improved alternatives in the joint management of these conditions. Abundant preclinical and clinical data on the impact of established treatments for CVD in the management of depression have allowed for potential candidates to be proposed for the joint management of depression and CVD as immunometabolic disorders. However, a large proportion of the clinical investigation currently available exhibits marked methodological flaws which preclude the formulation of concrete recommendations in many cases. This situation may be a reflection of pervasive problems present in clinical research in psychiatry, especially pertaining to study homogeneity. Therefore, further high-quality research is essential in the future in this regard.