In this report, we prove that under a Markovian model of order one, the average depth of suffix trees of index n is asymptotically similar to the average depth of tries (a.k.a. digital trees) built on n independent strings. This leads to an asymptotic behavior of $(\log{n})/h + C$ for the average of the depth of the suffix tree, where $h$ is the entropy of the Markov model and $C$ is constant. Our proof compares the generating functions for the average depth in tries and in suffix trees; the difference between these generating functions is shown to be asymptotically small. We conclude by using the asymptotic behavior of the average depth in a trie under the Markov model found by Jacquet and Szpankowski ([JaSz91]).