Sub-threshold depressive symptoms cause substantial disability in the population and are often managed with self-help strategies. However, it is unclear which self-help strategies are likely to be helpful and should be encouraged.The Delphi method was used to assess expert consensus on helpful self-help strategies. An international sample of 63 depression consumers and 34 professionals participated. A literature search found 282 self-help strategies that have been proposed as helpful for depressive symptoms. A systematic review of the evidence was carried out and given to panellists to assist their judgments. Panellists rated the likely helpfulness of each strategy in reducing sub-threshold depressive symptoms. Helpful strategies were then assessed for feasibility of implementation.Forty-eight strategies were endorsed by at least 80% of both consumers and professionals as likely to be helpful. Consumers and professionals rated a few strategies quite differently, but overall there was considerable agreement about the types of strategies most likely to be helpful, which were typically lifestyle or psychosocial in nature. Strategies rated helpful but difficult to implement were eliminated from the final list.Panellists found rating feasibility difficult and there was limited evidence from trials on which panellists could base their helpfulness ratings.We identified a list of self-help strategies which are likely to be helpful and are feasible to implement by people with sub-threshold depression. The promotion of these strategies to the public needs to be evaluated to see if it could reduce the disability burden of sub-threshold depression.