This review covers pharmacokinetics, adverse effects and drug interactions of antidepressants and the indications for them, with the aim of assisting the clinician working in palliative and supportive care in the prescription of such drugs. Practical considerations and decision trees to be used prior to the prescription of an antidepressant are also part of this review. Special emphasis is put on the management of depression, which is frequent in patients with advanced cancer and often remains underdetected and undertreated, or is treated at a stage when there is little time for medication to have an effect.