The Relationship Between Depression and Dementia
A recent study has found that although mild cognitive impairment (MCI), which can progress into dementia and depression are linked, depression does not cause MCI.
Those with depression were found to be more likely to also show signs of MCI and vice-versa, those with MCI were found to be more likely to show signs of depression. However, one does not appear to cause the other, but rather they accompany each other.
You can read the specifics of the study and its findings at JAAPA.