<p> Depression is a serious condition experienced by many individuals diagnosed with coronary heart disease (CHD). Depression after CHD diagnosis has been associated with poor cardiac prognosis, cardiac mortality, and is postulated to influence adherence to physician recommendations, including attendance at cardiac rehabilitation programs. Cardiac rehabilitation (CR) is an empirically supported secondary intervention for cardiac patients and is recommended by the American Heart Association (AHA) and the American Association of Cardiovascular and Pulmonary Rehabilitation (AACVPR) to reduce disease progression, however many CR participants do not complete. A number of studies have investigated depression and phase II CR programs. The goal of the current systematic literature review and meta-analysis was to explore the association between depression and phase II CR completion. A literature search cross-referenced three electronic databases (PsycINFO, MEDLINE, <i>Dissertation Abstracts International</i>) up through December 2014. Studies quantifying an association between depression and phase II CR completion were reviewed. After duplicate studies were removed and study inclusion criteria applied, 17 observational studies with 19 independent samples consisting of 30,586 cardiac patients remained for meta-analysis. A random-effects model found a moderate inverse relationship between depression and phase II CR completion (<i>g</i> = -.44, 95% CI -.59 to -.29), indicating that depressed CR patients were significantly less likely to complete their program. A minor amount of publication bias was detected with a funnel plot and trim-and-fill analysis. No significant moderator variables were detected.</p>