Depression is one of the most common reasons for using complementary and alternative therapies. The aim of this article is to provide an overview of the evidence available on the treatment of depression with complementary therapies. Systematic literature searches were performed using several databases, reference list searching, and inquiry to colleagues. Data extraction followed a predefined protocol. The amount of rigorous scientific data to support the efficacy of complementary therapies in the treatment of depression is extremely limited. The areas with the most evidence for beneficial effects are exercise, herbal therapy (Hypericum perforatum), and, to a lesser extent, acupuncture and relaxation therapies. There is a need for further research involving randomized controlled trials into the efficacy of complementary and alternative therapies in the treatment of depression.