3rd October 2013 - New research
DEPRESSION TREBLES THE RISK OF PARKINSON'S DISEASE
Neurology [2013] Oct 2 [Epub ahead of print] (Cheng-Che Shen, Shih-Jen Tsai, Chin-Lin Perng, Benjamin Ing-Tiau Kuo, Albert C.Yang)

In the largest study of its kind, involving more than 23,000 subjects, people who had depression were found to have more than three times the chance of developing Parkinson's Disease. This suggests that depression is a strong indication of future Parkinson's Disease, even beyond that of other early indicators. 
Parkinson's Disease is primarily due to the insufficient formation of dopamine in the brain, in the dopaminergic neurons. Besides affecting muscle function and therefore the characteristic muscular symptoms of Parkinson's Disease such as as rigidity and tremor, dopamine insuffiency also affects the emotions.
This is why dopamine insufficiency can also lead to depression. However, even biochemically, dopamine is not the only factor involved in depression, which is why depresssion and Parkinson's Disease do not always coincide. Therefore, depression, even when severe, does not inevitably lead to Parkinson's Disease and why it is possible to have Parkinson's Disease without also having depression.