Background The comparative effectiveness of nonpharmacological treatments of depression remains unclear. Methods We conducted an overview of systematic reviews to identify randomised controlled trials (RCTs) that compared the efficacy and adverse effects of nonpharmacological treatments of depression. We searched multiple electronic databases through February 2016 without language restrictions. Pairs of reviewers determined eligibility, extracted data and assessed risk of bias. Meta-analyses were conducted when appropriate. Result We included 367 RCTs enrolling ∼20 000 patients treated with 11 treatments leading to 17 unique head-tohead comparisons. Cognitive behavioural therapy, naturopathic therapy, biological interventions and physical activity interventions reduced depression severity as measured using standardised scales. However, the relative efficacy among these non-pharmacological interventions was lacking. The effect of these interventions on clinical response and remission was unclear. Adverse events were lower than antidepressants. Limitation The quality of evidence was low to moderate due to inconsistency and unclear or high risk of bias, limiting our confidence in findings. Conclusions Non-pharmacological therapies of depression reduce depression symptoms and should be considered along with antidepressant therapy for the treatment of mild-to-severe depression. A shared decision-making approach is needed to choose between non-pharmacological therapies based on values, preferences, clinical and social context.