Few studies have objectively examined the relationship between depression and various stages of sexual function. Here we associate depression and sexual function using validated questionnaires. A retrospective review of 186 men was performed; demographics and serum hormone levels were obtained. Responses to questionnaires evaluating depressive symptoms (Patient Health Questionnaire (PHQ-9)), sexual function (International Index of Erectile Function (IIEF)) and hypogonadal symptoms (quantitative Androgen Decline in the Aging Male (qADAM)) completed by each patient were correlated using Spearman’s rank correlation. Mean±sd subject age: 52.6±12.7 years; mean serum hormone levels: TT 429.8±239.2 ng dl− 1, free testosterone 9.72±7.5 pg ml− 1 and estradiol 34.4±22.8 pg ml− 1. Negative correlations were observed between total PHQ-9 score and the sexual desire (ρ=− 0.210, P= 0.006), intercourse satisfaction (ρ=− 0.293, P< 0.0001) and overall satisfaction (ρ=− 0.413, P< 0.0001) domains of the IIEF and individual IIEF questions pertaining to erectile function. Men with a PHQ-9 score⩾ 10 (mild depression or worse), had lower sexual desire and sex life satisfaction. A negative correlation between PHQ-9 score and qADAM score (ρ=− 0.634, P< 0.0001) was observed and men with higher PHQ-9 score had lower qADAM scores. Depressive symptoms in men correlate with both psychological as well as physical aspects of sexual function.