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Insulin resistance has been associated with depressive symptoms and depressive syndrome. Studies have attempted to assess the relationship between metabolic syndrome and depression and more specifically insulin resistance and depression. Studies have also been carried out to assess the direction of this relationship. This brief review is purported to present and discuss the currently available literature evidence about relationship of insulin resistance with depression and the treatment implications of this relationship. The presence of insulin resistance in an individual is positively associated with increased depressive symptoms and the presence of depressive symptoms is found to be associated with insulin resistance. However, a causal relationship could not be established. Prospective study designs can help to enhance our knowledge in finding a causal relationship. Intervention studies that will further help in treatment decisions are required.