This study aimed to explore the incidence and risk factors of depression after lung cancer diagnosis. Using the Taiwan National Health Insurance Research Database (NHIRD), incidences and risk factors of depression in lung cancer and nonlung cancer cohorts were analyzed.From 1998 to 2006, a total of 22,125 patients were included in each matched cohort of lung cancer and nonlung cancer patients from NHIRD. The incidence of depression was higher in the lung cancer cohort than in the nonlung cancer cohort (1545.8 vs 1366.6 per 100,000 person-years). An increased risk of depression was observed in the lung cancer cohort [adjusted hazard ratio (aHR): 1.16, 95% confidence interval (95% CI): 1.01-1.34, P = .0377]. In lung cancer patients, age ≤50 years (aHR: 2.72, 95% CI: 2.02-3.66, P < .0001), age 50 to 69 years (aHR: 2.34, 95% CI: 1.87-2.94, P < .0001), female gender (aHR: 1.50, 95% CI: 1.26-1.80, P < .0001), coronary artery disease (CAD) (aHR: 1.40, 95% CI: 1.08-1.82, P = .0113), and operation (aHR: 1.78, 95% CI: 1.46-2.16, P < .0001) were associated with an increased risk of depression. In addition, higher incidences of emergency room (ER) visit (4.76 vs 2.82, per person-year) and admission (5.73 vs 4.33, per person-year) were observed in lung cancer patients with depression than those without depression.Our results showed that early surveillance and intervention of depression should be advocated after a diagnosis of lung cancer.