Depression is a common condition worldwide. Primary care physicians detect less than half of the cases with depression among their patients. Although wide diversity of pharmacological agents were developed in the last 20 years, around 60% of patients will not react to the pharmacological therapy. The aim of this paper is to review novel treatment for depression including Vagus Nerve Stimulation, Vortioxetine, Ketamine, Transcranial Magnetic Stimulation, cannabis and phototherapy.