Up to half of cancer patients have marked emotional distress. In comparison with general population, these patients have a significantly higher risk to develop depressive disorder. However, depression in patients with cancer remains under-diagnosed and under-treated. Patients either have no idea or are unwilling to seek professional help. In addition, the care providers may have misconceptions that depressive disorder was normal reactions of the cancer patients due to their deficiency of knowledge. Studies show the psychiatric comorbidity may impact the course of the cancer disease, the patient's quality of life, the length of the hospital stay, the compliance of the anticancer treatment, and even the patient prognosis. Therefore, it is essential to emphasize the screening of depression, and early assess and transfer patients for proper treatment in routine cancer care. In this article, we discussed depression in cancer patients, including clinical symptoms of depression, risk factors, screening, diagnosis, suicidal risk assessment and management, and evidence-based treatment strategies.