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This narrative review explores the epidemiology, pathophysiological mechanisms, clinical manifestations, and consequences of depression across the CKD spectrum, with a focus on patients undergoing hemodialysis and peritoneal dialysis. We discuss biological contributors including inflammation, neuroendocrine dysregulation, uremic toxin accumulation, and cerebrovascular changes, alongside psychosocial stressors such as illness chronicity, dependency, financial burden, and altered social roles. Challenges in screening and diagnosis, including the limitations of conventional depression scales in CKD populations, are highlighted. The review further examines the impact of depression on clinical outcomes, dialysis adequacy, nutritional status, and mortality. Finally, we summarize current evidence on pharmacological and non-pharmacological management strategies, emphasizing the role of integrated, multidisciplinary care models. 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