Depressive disorders are highly prevalent among subjects suffering from chronic kidney disease (CKD). The aim of the present study is to evaluate clinical and biochemical factors associated with depressive disorders in a sample of older CKD patients, with a focus on advanced glycation end products (AGEs) and their soluble receptors (sRAGEs). A total of 115 older subjects affected by CKD (stages 3 to 5, not in dialysis) were selected for this study. These patients were divided into two groups according to the presence of depressive disorders defined by a score ≥ 10 on the 30-item Geriatric Depression Scale (GDS). The two groups were compared by independent sample t tests for continuous variables and χ2 tests for qualitative ones. Significant variables at univariate analyses were then inserted as predictors of a binary logistic regression model, with the presence or absence of depressive disorders as a dependent variable. The binary logistic regression model showed that patients with concomitant depressive disorders were more frequently of female gender (p < 0.01) and had lower MCP1 (p < 0.01) and AGE circulating levels (p < 0.01) than their counterparts. Depressive disorders in older CKD patients are more prevalent in women and seem to be inversely associated with systemic inflammation and circulating AGEs.