Depression is two to three times more common in patients with cardiometabolic disease than in healthy individuals, but less is known about the association between cardiovascular risk factor values and depressive symptoms in these patients. We aimed to study the association between cardiovascular risk factors and concurrent depressive symptoms in patients with cardiometabolic disease. Patients in Greater Glasgow, UK, with one of three cardiometabolic diseases—coronary heart disease, diabetes, or stroke—were screened for depression with the Hospital Anxiety and Depression Scale (HADS-D). The health board offered money incentives to primary care practitioners for depression screening. 125 143 patients with at least one cardiometabolic disease were on a primary care disease register during the 12-month observation period in 2008–09. 10 670 patients (8·5%) receiving treatment for depression were exempt from screening. HADS-D was recorded for 35 537 patients (31·1% of eligible), and the remaining 78 936 (68·9%) were not screened for unknown reasons. Four cardiovascular risk factors (systolic blood pressure, diastolic blood pressure, body-mass index, and total cholesterol) were recorded concurrently. A subset of patients with diabetes (n=18 453) also had HbA 1c recorded concurrently. The association between each risk factor and probability of a positive HADS-D screening result (≥7) was analysed with logistic regression. 7080 (19·9% of screened) had raised HADS-D. All four cardiovascular risk factors had a curvilinear J-shaped association with the probability of having a positive HADS-D; the nadirs (values with the lowest probability) were systolic blood pressure 149 mm Hg, diastolic blood pressure 77 mm Hg, body-mass index 26·75 kg/m 2 , and total cholesterol 3·67 mmol/L. In patients with diabetes, HbA 1c had a J-shaped association with the probability of having a positive HADS-D, with an observed nadir of 7% DCCT (diabetes control and complications trial). All results remained significant after adjusting for age, sex, and socioeconomic status. Patients with coronary heart disease, stroke, and diabetes had a higher probability of having symptoms of depression, for cardiovascular risk factor values at both extremes. These findings could have important implications for secondary prevention strategies and risk stratification, but further investigation is needed to determine the nature and direction of the observed association. The study was funded by Chief Scientist Office, Scotland CAF/12/04. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the abstract.