Background: Depression is considered as the second most common chronic disease and economically damaging, which will affect the next decades the healthy population. For patients on hemodialysis, with an final stage Chronic Kidney Failure (CKF), 20-30% of them will suffer from depression. Aim: To investigate the incidence of depression in hemodialysis patients. Method: A cross-sectional study with 78 hemodialysis patients, from public dialysis centers, was conducted. By a personal interview the Major Depression Inventory questionnaire was used to measure depression and the statistical tests were non-parametric. Results: 62.8% of sample was male; the mean age was 59±15.7 years and the average years of work 25.3±15.5 years. The mean score on the questionnaire was 20±9.8, 53.8% had no depression, 19.1% had mild, 6.5% moderate and 20.6% severe depression. There weren’t any statistically significant differences between gender, age, marital status, occupation, hours or years of work, income, years of dialysis and hospital environment. Statistically significant differences were found for individuals with or without other physical condition (p=0.027). Those who had sessions in the same hospital had moderate depression, while those going to the same hospital showed no depression (p=0.003). Those who did less than 3 sessions had mild depression, while those who did more than 3 showed no depression (p=0.043). Patients with a university or postgraduate education showed no depression (p=0.042) and those who reported a very good relationship with the staff had no depression, while those who reported good or bad relationship had a mild depression (p=0.016). Conclusions: Depression is a major problem for CKF patients because it leads to increased hospital readmissions, high mortality and voluntary withdrawal from dialysis.