This is a systematic review and meta-analysis that was published in 2013. 
Studies that comprised a total of 55,982 participants were included. The estimated prevalence of depression varied by stage of chronic kidney disease (CKD) and the tools used for diagnosis. The prevalence of interview-based depression in CKD stage 5D was 22.8% (confidence interval (CI), 18.6-27.6), but estimates were somewhat less precise for CKD stages 1-5 (21.4% (CI, 11.1-37.2)) and for kidney transplant recipients (25.7% (12.8-44.9)). Using self- or clinician-administered rating scales, the prevalence of depressive symptoms for CKD stage 5D was higher (39.3% (CI, 36.8-42.0)) relative to CKD stages 1-5 (26.5% (CI, 18.5-36.5)) and transplant recipients (26.6% (CI, 20.9-33.1)) and suggested that self-report scales may overestimate the presence of depression, particularly in the dialysis setting.
The authors conclude that interview-defined depression affects approximately one-quarter of adults with CKD. Randomized trials to evaluate the effects of interventions for depression on patient-centred outcomes are needed.
1 Palmer S, Vecchio M, Craig JC, et al. Prevalence of depression in chronic kidney disease: Systematic review and meta-analysis of observational studies. Kidney Int 2013;84:179–91. doi:10.1038/ki.2013.77