While cognition and depression have often been studied in patients with epilepsy, only a few studies have so far attempted to link these two domains, and more specifically to investigate the specific impact of depression on cognition in epilepsy. In this review, we performed an extensive search of the literature database to provide a better understanding of this subject. Using several inclusion criteria (adult population, quantitative depression/neuropsychological assessment, statistical analyses of the impact of depression on cognitive scores, patients with epilepsy (PWE) and no other neurological disease, and studies including at least 20 patients), we identified 20 articles (out of 712 search results) that investigated both depression and cognition in PWE. Their results were summarized using a narrative and descriptive approach. This review highlights a variable impact of depression on cognition in PWE, depending on the laterality of the seizure onset zone, the type of epilepsy and the surgical context. We emphasize the need for a systematic depression assessment in these patients, especially since depressed PWE will benefit from prompt and appropriate care to help them avoid cognitive decline, particularly in a surgical context.