Background: Depression and Coronary Artery Disease (CAD) are highly comorbid conditions. Approximately 40% of individuals who have one diagnosis will also develop the other within their lifetime. Prior research indicates that polygenic risk for depression increases the odds of developing CAD even in the absence of clinical depression. However, the specific genes and pathways involved in comorbid depression-CAD remain unknown. Results: We identified genes that are significantly associated with both depression and CAD, finding that this gene set is enriched for pathways involved in inflammation and previously implicated in cardiomyopathy. We observed increased rate of prevalent, but not incident, cardiomyopathy cases in individuals with comorbid depression-CAD compared to those with CAD alone in three electronic large health record (EHR) datasets. Conclusions: The results of our study implicate genetically regulated inflammatory mechanisms in depression-CAD. Our results also raise the hypothesis that depression-associated CAD may be enriched for cardiomyopathy.