There is ample evidence that impairments in the hypothalamic-pituitary-adrenal (HPA) axis are of etiopathobiochemical importance in a subgroup of patients with "depression", causing hypercortisolaemia as major metabolic effect. Chronic hypercortisolaemia causes insulin resistance. Therefore, it is not surprising that epidemiological studies demonstrate an association of "depression" with diabetes type II and vice versa. Chronic stress and hypercortisolaemia are conditions, which have been suggested to be causal for Alzheimer's disease (AD) as brain insulin resistance is associated with β-Amyloid-accumulation and hyperphosphorylation of tau-protein. Depression is one of the significant symptomatology preceding AD. It is however, not known whether "depression" associated with hypercortisolaemia is the subgroup at risk for AD. In contrast to a subgroup of "depression" and to AD, in Parkinson's disease (PD) there is only weak evidence for an association with diabetes type II and insulin resistance. As "depression" is preceding PD in up to half of such patients, it remains to be elucidated whether this is a subgroup of depressed patients, which is not associated with disturbances of the HPA axis and hypercortisolaemia. Improved clinical and biochemical/molecular knowledge about "depression" associated with AD and PD in comparison to "pure" depression might lead to improved therapeutic strategies and even drug development focusing subtypes of "depression".