This paper reviews the status of some physical therapies of depression. Light is the treatment of choice for seasonal affective disorder. Light is also effective in non-seasonal depression, as mono-therapy and as add-on to drug therapy. Exercise is effective in moderate depression, but onset of action, duration and compliance need to be examined. TMS treatment has a moderate, albeit transient, effect on depression, but further development is needed until it can be used as a standard treatment. Sleep deprivation has the fastest known antidepressant effect, but the risk of relapse limits its use. New regimens including drugs and light may sustain the response.