A literature review was conducted to examine the evidence for nutritional interventions in depression. It revealed a number of significant conclusions. Interestingly, more positive clinical trials were found to support adjuvant, rather than monotherapeutic, use of nutrients to treat depression. Much evidence exists in the area of adjuvant application of folic acid, S-adenosyl-methionine, omega-3, and L-tryptophan with antidepressants. Current evidence does not support omega-3 as an effective monotherapy to treat depression. However, this may be due, at least in part, to olive oil being used as the control intervention, some studies using docosahexaenoic acid alone or a higher docosahexaenoic acid to eicosapentaenoic acid ratio, and significant heterogeneity regarding depressive populations. Nevertheless, adjunctive prescription of omega-3 with antidepressants, or in people with dietary deficiency, may be beneficial. Inositol lacks evidence as an effective antidepressant and cannot be currently recommended. Evidence on the use of L-tryptophan for depression is inconclusive, and additional studies utilizing a more robust methodology are required.