The relationship between depression and Alzheimer's disease (AD) has always been relevant and controversial. Here, we briefly review epidemiological and biological studies that have investigated these disorders and then introduce our recent research about postmortem brains from patients with major depressive disorder (MDD). Our novel methodological approaches have revealed that MDD may be associated with an unknown type of myelin/myelination abnormalities in the frontopolar cortex. Based mainly on our findings, as well as on neuropathological observations by Braak and Braak (Acta Neuropathol 9, 197–201, 1996), we discuss the possible existence of an as yet unknown common mechanism linking the pathophysiologies underlying both depression and AD.