In common with all other classes of substance use disorders, cocaine dependence has been shown to be strongly associated with depression by community and clinical surveys. Diagnosing depression in cocaine abusers can be challenging because it is difficult to distinguish transient symptoms caused by cocaine from enduring depression syndromes. Nonetheless, both "substance-induced" and "independent" depression syndromes require clinical attention, especially when symptoms have been persistent and severe before entering treatment. Use of antidepressant medications for combined cocaine dependence and depression is supported by a preponderance of evidence from 4 randomized clinical trials (RCTs) that prospectively targeted both depression and cocaine dependence and 7 RCTs in which a post hoc analyses demonstrated efficacy in the subgroup of cocaine abusers with comorbid depression. Notably, most negative studies have evaluated SSRIs while positive studies have used agents such as desipramine or buproprion. A substantial clinical trials literature supports the efficacy of behavioral treatments for general populations of cocaine abusers and of patients with depression but few studies have addressed patients with both disorders. Treatment development and research are needed on models of care that truly integrate strategies for addressing both cocaine use and depression. Recent advances have paved the way for a new generation of research. These include validation of efficacious cocaine treatments, improved diagnostic methods, organization of the Clinical Trials Network and development of guidelines for managing methodological challenges posed by high rates of current medication use and polysubstance abuse in treatment entering cocaine abusers.