Objective The influences of alexithymia and social support on depression among chronically ill patients were examined prospectively. Methods The study population was 230 outpatients receiving chronic hemodialysis (HD) therapy. The Beck Depression Inventory-II (BDI-II), the 20-item Toronto Alexithymia Scale (TAS-20), and two subscales of the Social Support Questionnaire were given to the subjects. The BDI-II was readministered after a 6-month interval, and subjects who showed deterioration in their depression score above the level predicted from their baseline score were identified. Multivariate logistic analysis adjusted for age, gender, cause of dialysis, and psychosocial variables were performed. Results Baseline depression was significantly and independently associated with alexithymia and low satisfaction with available support. Deterioration of depression after 6 months was predicted by alexithymia and poor available support. Conclusions Alexithymia and reduced social support might have independent associations with the presence and the prognosis of depression among HD patients.