Both depressive disorders and eating disorders are multidimensional and heterogeneous disorders. This paper examines the nature of their relationship by reviewing clinical descriptive, family-genetic, treatment, and biological studies that relate to the issue. The studies confirm the prominence of depressive symptoms and depressive disorders in eating disorders. Other psychiatric syndromes which occur with less frequency, such as anxiety disorders and obsessive-compulsive disorders in anorexia nervosa, or personality disorders, anxiety disorders, and substance abuse in bulimia nervosa, also play an important role in the development and maintenance of eating disorders. Since few studies have controlled for starvation-induced physical, endocrine, or psychological changes which mimic the symptoms considered diagnostic for depression, further research will be needed. The evidence for a shared etiology is not compelling for anorexia nervosa and is at most suggestive for bulimia nervosa. Since in contemporary cases dieting-induced weight loss is the principal trigger, women with self-critical or depressive features will be disproportionately recruited into eating disorders. The model that fits the data best would accommodate a relationship between eating disorders and the full spectrum of depressive disorders from no depression to severe depression, with somewhat higher rates of depression in bulimic anorectic and bulimia nervosa patients than in restricting anorexia nervosa patients, but the model would admit a specific pathophysiology and psychopathology in each eating disorder.