Recent studies demonstrate that the immune system plays an important role in coronary artery disease (CAD). Research also shows that psychological factors such as major depression and acute mental stress are involved in the clinical progression of CAD. Depression is associated with higher levels of immune parameters that play a role in CAD (cytokines, markers of low grade inflammation, infectious pathogen burden, and adhesion molecules), and most of these measures also increase in response to acute physical and mental stress. The pathophysiological mechanisms linking depression and mental stress with adverse cardiovascular outcomes may therefore be mediated by immunological factors.