Epidemiological, genetic and clinical studies have demonstrated an association between major depressive disorder (MDD) and cardiovascular disease (CVD). For example, MDD is a risk factor for the development of CVD, while around one fifth of patients with CVD have MDD and a significantly larger percentage have subsyndromal symptoms of depression. Furthermore, patients with CVD and depression have an increased risk of future cardiac events compared to similar cohorts without depression, independent of baseline cardiac dysfunction. Despite evidence that CVD and MDD are epidemiologically linked, the cause of this correlation is still unknown. Several risk factors including physical and psychological stress, smoking, physical inactivity and inflammation have been proposed to mediate the interaction between MDD and CVD. The tissue-type plasminogen activator (tPA)-plasminogen proteolytic cascade is widely expressed in the brain. Accumulating evidence from preclinical and clinical studies suggests that tPA and its inhibitor, plasminogen activator inhibitor-1, are related to stress reaction and depression. In addition, brain-derived neurotrophic factor (BDNF) is important for the pathogenesis of MDD and the tPA-plasminogen proteolytic cascade has been implicated in the cleavage of proBDNF to BDNF in the brain, by which the direction of BDNF action is controlled. Thus, it is proposed that tPA-plasmin pathway dysfunction may play a role in the link between MDD and CVD. Future study of the components in the tPA-plasminogen system in CVD patients comorbid with MDD may lead to new, potentially important insights into the link between MDD and CVD, and might also contribute to novel strategies for the management of these two common and devastating diseases.