Objective: To review the related researches on the treatment of depression around the world and to summarize the advantages and disadvantages of antidepressants and psychotherapy, so that to find a more effective treatment plan for depression. Methods: The principles of several common pharmaceutical treatment combined with psychological approach were analyzed, cognitive behavioral therapy, interpersonal psychotherapy and social support therapy included. Discussion: Some experimental results were illustrated and the advantages of Pharmaceutical treatment combined with psychological approach was revealed. Conclusion: Research indicates when pharmaceutical treatment is available, the combination of drugs and psychotherapy is more effective than sole pharmaceutical treatment.