A follow-up survey was performed with a network of general practitioners (GPs) to examine whether a higher proneness for psychosis predicts a greater incidence of depression in subjects with no history of mood disorder. At the first stage of the survey (T1), a self-report questionnaire exploring delusional ideation (Peters et al. Delusional Inventory [PDI-21]) was administered to the patients of the GPs. Information on psychiatric status at the baseline and conclusion of the 12-month follow-up period was provided by the GPs. The present study was restricted to 425 subjects with no lifetime history of depression. An incident depression was diagnosed in 18 subjects. Most items exploring delusional beliefs and hallucinations were more frequently endorsed by subjects with incident depression. Subjects with a PDI-21 score above the 90th percentile at T1 were nine times more likely to present with an incident depression during the follow-up period than those with PDI-21 scores below the 10th percentile. Psychosis proneness is associated with a greater risk for depression, suggesting that a continuum of vulnerability may exist between affective disorder and nonaffective psychosis.