Depression is common in individuals with advanced disease and its prevalence rises toward the end of life. This symptom may be understood as a final common pathway of distress in this population related to the burden and meaning of disease, individual strengths and vulnerabilities, and the sense of connection to others. Typical antidepressant medications may be of value although their role in this context is relatively limited. Recent studies have begun to evaluate the benefit of shorter-acting medications in the treatment of depression in these patients. Psychotherapeutic intervention and control of physical symptoms is the mainstay of the treatment of depression in advanced disease. Evidence has begun to accumulate those semi-structured supportive-expressive interventions that allow reflective space and that help individuals find meaning address fears of dependency; vulnerability and suffering may help prevent and alleviate depressive symptoms in this population.