Depression is a serious concern among patients and their family members undergoing treatment for acute and chronic illnesses. The quality of palliative care has great significance in improving the mental health of patients. The patient usually undergoes various stages of treatment before reaching the palliative care stage. Therefore, the tendency of denying treatment at later stages of illness increases. Depression could arise either early or at later stages of treatment. Most doctors feel restrained to prescribe antidepressants to the patient, as antidepressants could have a serious side effect on the physiology of the patient. Antidepressants only work for a smaller group of patients. A proper diagnostics and structured interview with extensive checks of reliability and viability could be used for assessment. Various factors like sociodemographic, gender, age, support health groups have a drastic effect on the mental health of the patient. Palliative care to the patients with social health support groups psychotherapy, relaxation meditation yoga, along with the appropriate pharmacological approach, works wonders for some patients. Continued efforts should be made to treat and deal with depression in palliative care.