This analytical, cross-sectional study applied a quantitative approach to verify the presence of depression and the adherence to a chemotherapy treatment in patients with cancer at the central chemotherapy pharmacy of a university hospital. The sample consisted of 102 patients, and data were collected from October 2010 to May 2011. A structured interview was used to obtain sociodemographic, clinical and therapeutic data; the Morisky Test and Beck Depression Inventory were also applied. The results revealed that 10.8% and 1.9% of participants had moderate and severe depression, respectively. The presence of depression was significantly associated with variables such as income per capita, the number of surgeries, and disease duration. A lack of treatment adherence was identified in 48% of participants. These results indicate the need for health staff training to detect depressive disorders and chemotherapy treatment attrition among patients with cancer.