Many patients with prostate cancer experience severe levels of depression, which can negatively affect their treatment and disease course. Some prostate cancer treatments can increase the severity of a patient's depression, for example, by increasing anhedonia and erectile dysfunction. Depression is often thought of as a unitary phenomenon, but multiple subtypes can be distinguished. This variety of manifestations challenges the successful application of universal antidepressant treatment options and argues for a multi-symptom assessment process that considers a patient's disease burden and their particular form of depression. Inclusion of screening and detailed diagnosis of depression can be argued to be part of good practice, and clinicians are urged to consider when and how this might be accomplished within their urological practice.