Depression is a mood disturbance condition that occurs for more than two weeks in a row, leading to suicide. Due to adverse effects of depression, antidepressants and adjunctive therapies, such as dietary supplementation, are used for treatment. Therefore, this review explored and summarized dietary supplements’ types, dosages, and effectiveness in preventing and treating depression. A literature search of the PubMed database was conducted in August 2021 to identify studies assessing depression, after which scale measurements based on dietary supplements were identified. From the obtained 221 studies, we selected 63 papers. Results showed PUFA (EPA and DHA combination), vitamin D, and probiotics as the most common supplementation used in clinical studies to reduce depressive symptoms. We also observed that although the total daily PUFA dosage that exhibited beneficial effects was in the range of 0.7–2 g EPA and 0.4–0.8 g DHA daily, with an administration period of three weeks to four months, positive vitamin D-based supplementation effects were observed after administering doses of 2000 IU/day or 50,000 IU/week between 8 weeks and 24 months. Alternatively, microbes from the genus Lactobacillus and Bifidobacterium in the probiotic group with a minimum dose of 10 8 CFU in various dose forms effectively treated depression. Besides, a depression scale was helpful to assess the effect of an intervention on depression. Hence, PUFA, vitamin D, and probiotics were proposed as adjunctive therapies for depression treatment based on the results from this study.