Depression is a common mental disease and temporomandibular disorder (TMD) is a common temporomandibular disease. The correlation of two diseases still needs further study. Hypothalamic-pituitary-adrenal (HPA) axis, serotoninergic system, tumor necrosis factor-α (TNF-α), and catechol-O-methyltransferase (COMT) gene are possible internal correlation factors of depression and TMD. The treatment of depression can relieve the symptoms of TMD to some extent. Clinicians should be aware of the coexistence of depression and TMD and conduct proper treatments. Further study should focus on the internal correlation of depression and TMD. This paper reviews research progresses of the correlation among symptoms, mechanism, and treatment of depression and TMD.