OBJECTIVE: To review the evidence for the effectiveness of complementary and self-help treatments for depression in children and adolescents. DATA SOURCES: Systematic literature search using PubMed, PsycINFO and the Cochrane Library for 131 treatments up to February 2006. STUDY SELECTION: There were 13 treatments that had been evaluated in intervention studies. DATA EXTRACTION: Studies on each treatment were reviewed by one author and checked by a second. A consensus was reached for level of evidence. DATA SYNTHESIS: Relevant evidence was available for glutamine, S-adenosylmethionine, St John's wort, vitamin C, omega-3 fatty acids, light therapy, massage, art therapy, bibliotherapy, distraction techniques, exercise, relaxation therapy and sleep deprivation. However, the evidence was limited and generally of poor quality. The only treatment with reasonable supporting evidence was light therapy for winter depression. CONCLUSIONS: Given that antidepressant medication is not recommended as a first line treatment for children and adolescents with mild to moderate depression, and that the effects of psychological treatments are modest, there is a pressing need to extend the range of treatments available for this age group.