A recent systematic review suggests a link:
Method. Relevant studies were retrieved from Medline, EMBASE, SCOPUS and PsycINFO without restrictions from inception to January 2015 supplemented with hand-searching. We included studies that reported hazard ratios (HR) or sufficient data to calculate the risk ratio and 95% confidence interval (CI) which were pooled using a random-effects model. Studies utilizing self-reported CHD were ineligible. Twelve studies were included comprising 1 131 612 persons and 58 111 incident CHD cases.
Results. PD was associated with the primary incident CHD endpoint [adjusted HR (aHR) 1.47, 95% CI 1.24–1.74, p less than 0.00001] even after excluding angina (aHR 1.49, 95% CI 1.22–1.81, p less than 0.00001). High to moderate quality evidence suggested an association with incident major adverse cardiac events (MACE; aHR 1.40, 95% CI 1.16–1.69, p = 0.0004) and myocardial infarction (aHR 1.36, 95% CI 1.12–1.66, p = 0.002). The risk for CHD was significant after excluding depression (aHR 1.64, 95% CI 1.45–1.85) and after depression adjustment (aHR 1.38, 95% CI 1.03–1.87). Age, sex, length of follow-up, socioeconomic status and diabetes were sources of heterogeneity in the primary endpoint.