Disruptions of circadian rhythms are described in affective disorders, including unipolar and bipolar disorder, but also seasonal affective disorder. Sleep-wake and hormone circadian rhythms are among the most quoted examples. Depression could be conceptualized as a desynchronization between the endogenous circadian pacemaker and the exogenous stimuli, such as sunlight and social rhythms. Accordingly, Clock genes have been studied and the literature suggests that variants in these genes confer a higher risk of relapse, more sleep disturbances associated with depression, as well as incomplete treatment response. Most of therapeutic interventions in depression have an impact on biological rhythms. Some of them exclusively act via a biological pathway, such as sleep deprivation or light therapy. Some psychosocial interventions are specifically focusing on social rhythms, particularly in bipolar disorder, in which the promotion of stabilization is emphasized. Finally, all antidepressant medications could improve biological rhythms, but some new agents are now totally focusing this novel approach for the treatment of depression.