Chronic obstructive pulmonary disease (COPD) is associated with multiple comorbidities, including depression, which carries a higher risk of exacerbation and hospitalization in patients with stable COPD. A newly developed questionnaire, the COPD Assessment Test (CAT), was developed as an alternative to other complex, time-consuming tools for quantifying the symptom burden of COPD in routine practice. It is possible that the correlation between the CAT and depression scales could be useful for early evaluation and management of depression in COPD patients. Thus, we investigated the relationship between the CAT and depression as measured by the Patient Health Questionnaires-9 (PHQ-9). We performed a retrospective observational COPD cohort study. A total of 97 patients were enrolled. The Korean versions of the CAT and PHQ-9 were completed for stable patients. A correlation analysis was performed between the PHQ-9 and CAT scores. Significant depression among the groups based on the 2011 GOLD guidelines occurred only in class Gold B and D patients (40% and 60%, respectively). The frequency of depression was significantly higher in the group with higher CAT scores (20~29 versus ≥30; odds ratio: 5.67 versus 22.66). Significant association was observed between the PHQ-9 and CAT scores (r=0.545 and P<0.001). As a result, the PHQ-9 score was significantly higher in COPD patients with a higher CAT score. The CAT is a simple and valuable predictor of depression in COPD patients, and it should be frequently used to detect COPD patients with depression in clinical practice.