The Major depressive disorder in multiple sclerosis is a common condition with 50 % lifetime prevalence and a rate of 15 % for death due to suicide. Additionally, the quality of life is affected negatively. The etiology of major depressive disease in MS disease related, biological, behavioural and psychiatric factors seem to be involved. The neurobiology of depression in MS patients seems to involve the HPA axis with elevated morning cortisol levels. Also, lesions in the frontal, parietal or temporal areas and loss of hippocampal volume are documented to be related with the presence of depressive symptoms. The treatment of depression in MS patients includes not only pharmaceutical approach but psychotherapy as well. This is not specific medication that is proper for this group of patients. However, cognitive behaviour therapy is considered to be very effective that other psycotherapeutical techniques.