This study assessed the frequency of impulse control disorders (ICDs) and their association with bulimia, compulsive buying, and suicide attempts in a population of depressed inpatients. We investigated ICDs using the Minnesota Impulsive Disorders Interview. Patients answered the Zuckerman Sensation-Seeking Scale and the Barratt Impulsivity Rating Scale. Among the 31 depressed patients who met criteria for ICD (ICD+ group), we found 18 cases of intermittent explosive disorder, three cases of pathological gambling, four cases of kleptomania, three cases of pyromania, and three cases of trichotillomania. Patients with co-occurring ICDs were significantly younger (mean age = 37.7 versus 42.8 years). Patients with kleptomania had a higher number of previous depressive episodes (5.7 versus 1.3), and patients with pyromania had a higher number of previous depressions (3.3 versus 1.3, p = .01). Bipolar disorders were more frequent in the ICD+ group than in the ICD− group (19% versus 1.3%, p = .002), whereas antisocial personality was not (3% versus 1%, p = ns). Bulimia (42% versus 10.5%, p = .005) and compulsive buying (51% versus 22%, p = .006) were significantly more frequent in the ICD+ group. Patients from the ICD+ group had higher scores of motor impulsivity assessed with the Barratt Impulsivity rating scale (p = .01).