The impact of pre-existing depression on mortality in individuals with established coronary artery disease (CAD) remains unclear. We evaluate the clinical implications of pre-existing depression in patients who underwent percutaneous coronary intervention (PCI). Based on National Health Insurance claims data in Korea, patients without a known history of CAD who underwent PCI between 2013 and 2017 were enrolled. The study population was divided into patients with angina (n = 50,256) or acute myocardial infarction (AMI; n = 40,049). The primary endpoint, defined as all-cause death, was compared between the non-depression and depression groups using propensity score matching analysis. After propensity score matching, there were 4262 and 2346 matched pairs of patients with angina and AMI, respectively. During the follow-up period, there was no significant difference in the incidence of all-cause death in the angina (hazard ratio [HR] of depression, 1.013; 95% confidence interval [CI] 0.893-1.151) and AMI (HR, 0.991; 95% CI 0.865-1.136) groups. However, angina patients less than 65 years of age with depression had higher all-cause mortality (HR, 1.769; 95% CI 1.240-2.525). In Korean patients undergoing PCI, pre-existing depression is not associated with poorer clinical outcomes. However, in younger patients with angina, depression is associated with higher all-cause mortality.