Depression is one of the most common psychiatric disorders. Since World War II, major changes in the epidemiology of depression have included an increase in the overall rates and a significant shift toward an earlier age of onset. The literature reveals point prevalence rates between 3 to 4%, 1-year rates between 2.6 to 6.2% and lifetime rates varying widely from 4.4 to 19.5%. A significant number of individuals with depression remain either undiagnosed, misdiagnosed and/or suboptimally managed. The main treatment options for the management of depression include: (i) antidepressant pharmacotherapy; and/or (ii) non-pharmacological techniques, inclusive of electroconvulsive therapy and psychotherapy. This article reviews the tolerability, efficacy and effectiveness of these interventions.