A method of treating or inhibiting depression in a patient with cardiovascular disease, especially a patient suffering from coronary artery or vascular disease, the method including administering, preferably orally, to the patient a therapeutically effective amount of an essential fatty acid composition comprising preferably more than 25% by weight of eicosapentanoic acid ethyl ester (EPA), of docosahexaenoic acid ethyl ester (DHA), or of a mixture of eicosapentanoic acid ethyl ester (EPA) and docosahexaenoic acid ethyl ester (DHA), especially a mixture of EPA and DHA in an EPA/DHA ratio in the range from about 0.9 to about 1.5 at a dosage of from about 0.7 g to about 6 g per day.