High blood pressure can lead to life threatening incidents such as a heart attack or stroke. The direct costs of high blood pressure are expected to rise to 154 billion dollars annually by 2035. Depression is one of the most prevalent mental illnesses in the United States with an estimated 35% of those who experienced major depressive episodes not receiving treatment. The research question this study aims to answer is if there is an association between depression and blood pressure. This study also aims to see if results are comparable between models using frequentist statistics and Bayesian models using weakly informative priors and informative priors. To assess the association, linear regressions of crude and adjusted associations between depression and systolic/diastolic blood pressure were run. The same models were run using Bayesian weakly informative priors and informative priors. Only the model implementing Bayesian informative priors found an association between depression and systolic blood pressure with a mean of 0.119 (95% Confidence Interval: 0.024, 0.216). However, the association was unadjusted. The association between depression and systolic blood pressure is statistically significant, but it lacks clinical significance.