Forty consecutive participants in a comprehensive, behaviourally oriented coronary rehabilitation and secondary prevention program were followed for three years. Changes in depression (as measured with the Beck Depression Inventory) as well as the influence of baseline levels of depression on achieved changes in lifestyle behaviour and on rehabilitation and secondary prevention effects were analyzed. Subjects with moderate levels of baseline depression experienced short-term reductions of depression, which was maintained at the 12-month follow-up. Clinically depressed subjects experienced less positive results, with smaller immediate reductions as well as relapse to baseline levels after 12 months, specifically in non-physical, cognitive-affective depression symptoms. There were, however, no differences in lifestyle changes or in hospital treatment between groups with different pre-treatment depression levels. These results are discussed in relation to earlier research on the detrimental effects of depression on the prognosis of coronary artery disease.