Depression is a major neuropsychiatric disorder common in patients with rheumatological conditions including spondyloarthritis (SpA). It is associated with higher disease activity, functional impairment, poor treatment response and quality of life in patients with musculoskeletal disorders. Using ankylosing spondylitis (AS) and psoriatic arthritis (PsA) as examples, we have reviewed the evidence regarding the burden, risk factors, potential mechanisms and clinical management of depression in spondyloarthritis. The prevalence of depression is higher in patients with AS and PsA compared with the general population, with evidence of moderate/severe depression in about 15% of patients with AS or PsA. Mild depression is even more common and estimated to be present in about 40% of patients with AS. In addition to conventional risk factors such as stressful life events and socioeconomic deprivation, increased risk of depression in SpA may be associated with disease-related factors, such as disease activity, poor quality of life, fatigue, and sleep disturbances. Emerging evidence implicates inflammation in the aetiology of depression, which could also be a shared mechanism for depression and chronic inflammatory conditions such as AS and PsA. It is imperative for clinicians to actively assess and treat depression in SpA, as this could improve treatment adherence, quality of life, and overall long-term clinical and occupational outcomes. The use of validated tools can aid recognition and management of depression in rheumatology clinics. Management of depression in SpA, especially when to refer to specialist mental health services, are discussed.