Background Cancer is a physical condition that is often feared by many because it is seen as a terminal illness. The fear especially in this environment is not unconnected with the usual high morbidity and mortality associated with cancer which is probably due in part to late presentation to where facilities for proper treatment are available. Aim To determine the prevalence of depression among cancer patients and to find out the effects depression has on the quality of life of the patients Method Two hundred and ten consecutive patients admitted into the radiotherapy and affiliated wards who had cancer of the breast, cancer of the cervix, cancer of the colon/rectum or cancer of the prostate who met the inclusion criteria were interviewed. The interview was done using the socio-demographic and clinical questionnaire, the Structured Clinical Interview for DSM-IV diagnosis (SCID), the Montgomery-Asberg Depression Rating Scale and the World Health Organization Quality of Life (WHOQOL Bref) questionnaires. Results The sample consisted of 63 (30%) males and 147 (70%) females. Sixty-eight (32.4%) subjects had cancer of the breast, 59 (28.1%) had cancer of the cervix, 40 (19.0%) had cancer of the colon/rectum while the remaining 43 (20.5%) had cancer of the prostate. The prevalence of depression was found to be 29.5%. Prevalence did not vary significantly with types of cancer. Having an advanced stage of cancer, presence of pains and probably having a family history of mental illness were associated with being depressed while previous history of mental illness, use of alcohol and anticancer medication did not have a statistically significant association with depression. The quality of life of depressed cancer patient was poorer than the quality of life of non-depressed cancer patients. Subjects with cancer of the colon/rectum had the worst overall quality of life and heath satisfaction. The domain quality of life was generally better but the physical domain for subjects with cancer of the prostate was not as good as those of other subjects. The social domain for subjects with cancer of the cervix was not as good as those of other subjects Conclusion Depression is common among cancer patients. Patients at risk are those with advanced stage of cancer, those who have pains and those who have family history of mental illness. The presence of depression has a negative impact on the quality of life of cancer patients. Subjects with cancer of the colon/rectum had the worst overall quality of life and health satisfaction. Recommendation The psychological aspect of cancer care should be included in the management of any patient who has cancer and all efforts should be made to improve the quality of life of the patients