Treatment of depression is one of the most challenging issues in adult populations. In adults, response rates to classic treatments are lower than expected. The effectiveness of different treatment strategies could be related to age, sex and physical conditions of the patients. The side-effect profile in adult population affects pharmacological interventions. The aim of this review is to present the non-pharmacological treatment strategies in the adult population. However, possible treatment strategies such as electroconvulsive therapy (ECT), transcranial magnetic stimulation (TMS), and deep brain stimulation (DBS) were less frequently studied in this population. ECT was found to be the most effective treatment procedure for depression of adults. There were only a few double-blind sham (placebo) controlled studies with demonstrated effectiveness of TMS. DBS lacks double-blind studies of this invasive treatment method. ECT seems to be the gold standard for the treatment of resistant patients in this population but the side-effect profile of ECT in this sensitive population will be discussed. Double-blind sham controlled studies with larger samples are necessary to confirm preliminary results with TMS and DBS.