OBJECTIVES: To review the evidence for the effectiveness of complementary and self-help treatments for depression. DATA SOURCES: Systematic literature search using PubMed, PsycLit, the Cochrane Library and previous review papers. DATA SYNTHESIS: Thirty-seven treatments were identified and grouped under the categories of medicines, physical treatments, lifestyle, and dietary changes. We give a description of each treatment, the rationale behind the treatment, a review of studies on effectiveness, and the level of evidence for the effectiveness studies. RESULTS: The treatments with the best evidence of effectiveness are St John's wort, exercise, bibliotherapy involving cognitive behaviour therapy and light therapy (for winter depression). There is some limited evidence to support the effectiveness of acupuncture, light therapy (for non-seasonal depression), massage therapy, negative air ionisation (for winter depression), relaxation therapy, S-adenosylmethionine, folate and yoga breathing exercises. CONCLUSION: Although none of the treatments reviewed is as well supported by evidence as standard treatments such as antidepressants and cognitive behaviour therapy, many warrant further research.