Objectives: The goal of this article is to investigate the correlation between sexuality and depression of cervical cancer (CC) patients. Methods: A bibliographical search was carried out in the databases CINAHL, PubMed, and Cochrane Library with the following terms in English for the years 2006 to 2017: sexuality, sexual function, sexual dysfunction, sexual problems, mood, depression, emotional distress, cervical cancer. Results: Fourteen studies were included. They present heterogeneity in the stage of the disease, the selected treatments, and their sample. From the studies, only 7 are evaluated as good methodologically. Sexual dysfunction and depression of CC patients persist for many years after treatments. The younger women, those who underwent radiotherapy, and those who had chronic fatigue, as an aftereffect of treatments, had increased depression. Women that underwent surgery and adjuvant therapy experienced the highest rates of depressive symptoms. There is a positive relationship between sexuality and depression in patients with CC. Conclusions: Sexuality and depression οf women with CC are affected by their therapies to a significant extent. There is a positive correlation between the two variables. The existing methodologically good studies are scarce, and for this reason the results cannot be generalized in all CC patients.