Drugs and psychotherapy are inadequate for relieving depressive symptoms in a substantial portion of severely depressed patients. In that patient group, neurostimulation techniques such as electroconvulsive therapy, transcranial magnetic stimulation, magnetic seizure therapy, vagus nerve stimulation and deep brain stimulation could be lifesaving therapies. Neurostimulation is a physical intervention that utilizes application of either electric current or a magnetic field to directly stimulate the brain or central nervous system. This article presents an overview of currently available neurostimulatory techniques for depression, including a review of their efficacy and safety. Further development and evaluation of non-pharmacological antidepressant therapies are needed, with the hope of improving treatment of refactory depression.