Depression is one of the most common psychiatric diseases seen in patients with advanced cancer. It is not only an independent predictor of poor survival in advanced cancer but also reduces quality of life, reduces compliance with treatment and prolongs hospitalization. Yet all too often depression is under diagnosed and under treated in this population.A literature review was undertaken using extensive electronic and hand searches.Whilst it is true that the diagnostic and treatment challenges facing healthcare professionals in this area are considerable one must not forget that depression in advanced cancer is treatable and validated assessment tools have been developed to facilitate diagnosis.This review article provides the reader with a comprehensive review of the current evidence in this field with particular focus on assessment and treatment. Depression is under diagnosed and under treated - there are valid screening and assessment tools available which will allow appropriate management of this important and debilitating symptom.