Many forms of psychotherapy, including some short-term (10-20 week) therapies, can help depressed individuals. "Talking" therapies help patients gain insight into and resolve their problems through verbal exchange with the therapist, sometimes combined with "homework" assignments between sessions. "Behavioral" therapists help patients learn how to obtain more satisfaction and rewards through their own actions and how to unlearn the behavioral patterns that contribute to or result from their depression.

Two of the short-term psychotherapies that research has shown helpful for some forms of depression are interpersonal and cognitive/behavioral therapies. Interpersonal therapists focus on the patient's disturbed personal relationships that both cause and exacerbate (or increase) the depression. Cognitive/behavioral therapists help patients change the negative styles of thinking and behaving often associated with depression.

Psychodynamic therapies, which are sometimes used to treat depressed persons, focus on resolving the patient's conflicted feelings. These therapies are often reserved until the depressive symptoms are significantly improved. In general, severe depressive illnesses, particularly those that are recurrent, will require medication (or electroconvulsive therapy under special conditions) along with, or preceding, psychotherapy for the best outcome.