BACKGROUND Although depression is a risk factor for cardiovascular disease (CVD), it is unknown whether this risk varies across depressive disorder subtypes. Thus, we investigated atypical major depressive disorder (MDD) and double depression as predictors of new‐onset CVD in a nationally representative sample of U.S. adults. METHODS Prospective data from 28,726 adults initially free of CVD who participated in Wave 1 (2001–2002) and Wave 2 (2004–2005) of the National Epidemiologic Survey on Alcohol and Related Conditions (NESARC) were examined. Lifetime depressive disorder subtypes (Wave 1) and incident CVD (Wave 2) were determined by structured interviews. RESULTS We identified 1,116 incident CVD cases. In demographics adjusted models, the atypical MDD group had a higher odds of incident CVD than the no depression history (OR = 2.19, 95% CI: 1.71–2.81, P < .001), dysthymic disorder only (OR = 1.61, 95% CI: 1.08–2.39, P = .019), and nonatypical MDD (OR = 1.46, 95% CI: 1.11–1.91, P = .006) groups. Likewise, the double depression group had a higher odds of incident CVD than the no depression history (OR = 2.17, 95% CI: 1.92–2.45, P < .001), dysthymic disorder only (OR = 1.59, 95% CI: 1.16–2.19, P = .004), and MDD only (OR = 1.46, 95% CI: 1.20–1.77, P < .001) groups. Relationships were similar but attenuated after adjustment for CVD risk factors and anxiety disorders. CONCLUSIONS Adults with atypical MDD or double depression may be subgroups of the depressed population at particularly high risk of new‐onset CVD. Thus, these subgroups may (a) be driving the overall depression–CVD relationship and (b) be in need of earlier and/or more intense CVD primary prevention efforts to reduce their excess CVD burden.