Hemodialysis patients often face challenges related to adherence to medications and psychological well-being, including depression. Understanding the prevalence of depression and adherence patterns among these patients is crucial for optimizing their care and improving outcomes. This study aimed to assess medication adherence and the prevalence of depression among hemodialysis patients compared to a control group of healthy volunteers. Additionally, sociodemographic and disease parameters were examined to identify potential correlations between depression and medication adherence. A total of 99 hemodialysis patients and 33 healthy volunteers were included in this comparative study. Depression prevalence was assessed using standardized scales and medication adherence was evaluated through self-reporting. Compared to the control group, which had a prevalence of 63.6%, hemodialysis patients had a depression prevalence of 86.9%. In addition, patients’ median depression scores were considerably greater than those of the control group. Nonetheless, there were no appreciable variations found in the sociodemographic and medical characteristics of individuals with and without depression. It was typical for individuals to not take their prescriptions as prescribed; 47.47% of them did not. The findings underscore the importance of routine screening for depression and interventions to enhance medication adherence in this population. Further research is warranted to explore the underlying factors contributing to depression and non-adherence among hemodialysis patients, with the aim of improving their overall quality of life and treatment outcomes.