Low-grade chronic inflammation is one potential mechanism underlying the well-established association between major depressive disorder (MDD) and increased cardiovascular morbidity. Both aspirin and statins have anti-inflammatory properties, which may contribute to their preventive effect on cardiovascular diseases. Previous studies on the potentially preventive effect of these drugs on depression have provided inconsistent results. The aim of the present paper was to assess the prospective association between regular aspirin or statin use and the incidence of MDD.