Objectives: To gain more insight into the association between severity of Alzheimer's Disease (AD) and prevalence of comborbid depression. Methods: A systematic literature review based on the Cochrane methodology was performed. PubMed, PsychINFO and EMBASE databases were searched for existing studies that fulfilled predefined inclusion criteria. The studies were divided into: (1) those that analysed the association between severity of AD and prevalence of depressive symptoms ('continuous' approach) and (2) those that investigated the association between severity of AD and diagnosed depression ('categorical' approach). The quality of existing studies was rated and the results were synthesized with a best evidence synthesis. Results: Twenty-four studies fulfilled the inclusion criteria. Nineteen reported results for a continuous approach and seven for a categorical approach. Three of the four high quality studies within the continuous approach did not find a significant association between severity of AD and prevalence of depressive symptoms. None of the three high quality studies using the categorical approach found a significant association between the severity of AD and the prevalence of diagnosed depression. Conclusions: There is evidence for a lack of association between the severity of AD and the prevalence of comorbid depressive symptoms or diagnosed depression. Until new studies contradict this conclusion, prevention and intervention strategies for comorbid depression in AD should be aimed at all patients irrespective their disease severity.