Rapidly developing research has found abnormal cardiac vagal control (CVC) in several physical and mental health conditions. CVC findings in depression are mixed, and the degree to which CVC is compromised in depression is unclear. A meta-analysis of 13 rigorous cross-sectional studies reveals that a diagnosis of depression exerts a small-to-medium effect size on CVC, and explains only about 2% of the overall variance in CVC. More robust data may emerge from alternative approaches to the depression-CVC relationship, such as the use of CVC to predict the course of the disorder. Despite the vigor of recent work on CVC and depression, overall findings are suggestive rather than conclusive. Methodological desiderata and priorities for future research are discussed, including the need to clarify the etiological significance of CVC.