Initially, Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2), the virus responsible for coronavirus disease-2019 (COVID-19), was predominantly considered to primarily affect the respiratory system. However, later studies revealed that it also affects brain function through its ability to bind to the angiotensin-converting enzyme type 2 (ACE2) receptors expressed on neural cells. Our study involved a comprehensive review of literature aiming to investigate the relationship between COVID-19 and the development of depression. Our analysis shows a connection between these 2 conditions, as a consequence of the inflammatory response in the nervous system to the COVID-19 virus and the psychophysiological effects of the pandemic. In COVID-19 patients, depression can arise either due to the direct viral infection of the brain or as a result of an indirect immune response triggering neuroinflammation after a cytokine storm. The resulting depression can be treated with non-pharmacological therapies such as psychotherapy, antidepressant medications, or a combination of these treatments depending on the severity of the symptoms.