Objective: Anorexia nervosa (AN) is a disorder with a significantly high prevalence. Affective disorders, including depressive disorder (DD), often coexist with this eating disorder (ED). In this review we will focus on its prevalence, associated vulnerability factors, clinical manifestations, possible etiological factors and its prognosis. Methods: A bibliographic search was carried out in the PubMed database selecting those articles that approached the subject of comorbidity between AN and DD. The search was limited to articles published from January 1990 to December 2021. Results: Of the 1891 abstracts reviewed, 33 studies met inclusion criteria. The prevalence of this comorbidity was extremely variable between studies, which exposed their heterogeneity. As to symptomatology this comorbidity presents itself with more severity, greater expression of psychological traits and greater cognitive impairment. Certain personality traits are postulated as vulnerability factors. Genetic factors such as neurochemicals seem to be involved in its pathogenesis. Conclusion The comorbidity between DD and ED have important influence in its symptomatic expression, severity and prognosis. Some of the analyzed studies provide consistent data, but there are others that are contradictory. It would be necessary to increase the number of studies and use a unified methodology.