Aim To explore the serum non-high density lipoprotein cholesterol (non-HDLC) level in patients with depression and analyze the related factors. Methods 150 depression patients were tested in Affiliated Kailuan Mental Health Center, North China University of Science and Technology from June 2014 to November 2015, testing the total cholesterol (TC), triglyceride (TG), high density lipoprotein cholesterol (HDLC), low density lipoprotein cholesterol (LDLC), and measuring the depressive symptoms through the self-rating depression scale (SDS). Using SPSS 17.0 software, the data was tested by independent sample t test, single factor variance analysis, partial correlation analysis and stepwise multiple regression analysis. Results There was statistical significance about differences between depression and healthy people on the serum non-HDLC level (P＜0.05). There was statistical significance about the differences on the serum non-HDLC level of depression in different gender, age, education level and depression severity (P＜0.05). After controlling the gender, age and education level, the standard score of SDS in depression had a significantly negative correlation with the TC, TG, LDLC and non-HDLC level (P＜0.05). The standard score of SDS in depression had significantly negative predictive power on the non-HDLC level (β＝－0.682, P＜0.05). Conclusion Depression is related to the non-HDLC level, and the risk and mechanism of cardiovascular disease in patients with depressive disorder should be paid attention to.