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Depression is a highly prevalent and debilitating condition that frequently coexists with various physical illnesses, including cardiovascular, metabolic, neurological, oncological, pulmonary, and gastrointestinal diseases. This bidirectional relationship complicates diagnosis, exacerbates disease burden, and negatively impacts clinical outcomes, quality of life, and treatment adherence. The underlying mechanisms involve neuroinflammation, autonomic dysfunction, metabolic dysregulation, and behavioral factors. The pharmacological management of depression in patients with comorbid physical conditions requires careful selection of antidepressants to minimize adverse effects and drug interactions. Special considerations are necessary for patients with hepatic and renal impairment, as altered drug metabolism and clearance may increase the risk of toxicity or therapeutic inefficacy. Similarly, in pregnant and breastfeeding women, antidepressant selection must balance maternal benefits with fetal and neonatal safety. While SSRIs such as sertraline are generally preferred due to their relatively favorable safety profiles, medications like paroxetine and fluoxetine require caution due to potential teratogenic risks and higher infant exposure through breast milk. A comprehensive, multidisciplinary approach integrating psychiatric and medical care is essential to improve outcomes and ensure the safe and effective treatment of depression in individuals with chronic physical diseases and special populations.