OBJECTIVES:  The objective of this review is to synthesise available evidence on the burden of depression in rheumatoid arthritis (RA). METHODS: Burden of illness, cost, and health-related quality-of-life studies (2006–2015) were systematically identified through MEDLINE, EMBASE and Cochrane databases. Literature was screened for eligibility by two independent reviewers based on pre-specified criteria. Studies evaluating relationships between RA outcomes and depression were analysed and findings summarised using descriptive statistics. RESULTS:  Eighteen studies met eligibility criteria. The reported prevalence of depression in RA patients was in line with previous data (8.9%–47.3%). Overall annual healthcare costs and hospitalisation rates were significantly higher (nearly double) in patients with RA and comorbid depression versus those with RA alone. Depression was a risk factor for sick leave episodes, suggesting an impact on work productivity loss. Depression was significantly associated with increased disease severity at follow-up visits (as measured by 28-joint Disease Activity Scores, tender joint counts, and patient global assessment scores). Depression was also associated with slower clinical improvement (change in Clinical Disease Activity Index) and reduced odds of achieving clinical remission. Higher depressive domain scores on the MOODS-Spectrum were associated with significant worsening of Short Form-36 scores. Elevated Centre for Epidemiologic Studies Depression Scale (CES-D) scores (range, 0–60; higher scores indicate more depressive symptoms) were identified as independent predictors of elevated Pittsburgh Sleep Quality Index scores (indicating poorer sleep quality). A multivariate analysis showed a 2% increased risk of mortality with each 1-point increase on the CES-D. CONCLUSIONS:  This comprehensive review and synthesis of available evidence showed that depression influences diverse RA outcome measures, including disease activity, response to treatment, quality of life, and sleep measures, suggesting that mental health is an important area to manage in RA. Further evidence is needed to determine whether treating depression improves RA outcomes.