Objective: There is little guidance for optimal pharmacotherapy for comorbid major depression and substance use disorder, the most frequently encountered comorbidity in clinical settings. We reviewed current evidence for effective treatments as reported by pharmacological trials specifically conducted to address this comorbidity. Data Sources: Studies were identified through computerized literature searches and from refereed articles from January 1966 through January of 2007. Randomized, placebo-controlled trials and open-label studies with large samples or those reporting novel approaches were selected for this review. Data Synthesis: The search identified twenty-seven studies, 23 of which were randomized, double-blind, placebocontrolled trials. Overall, treatment response was inconsistent among the different trials. More trials reported improvement for depression than improvement for substance use and rarely reported improvement in both outcomes. Trials with non-serotonergic reuptake inhibitor antidepressants reported more positive findings than those with SSRIs. Response varied by type of medication and study design. Conclusions: Antidepressants may provide improvement for depression when comorbid with substance use. There is less evidence of improvement for the substance use outcome, and there was rarely improvement on both outcomes. Addressing methodological challenges in future clinical trials is crucial for providing more consistent results that allow the construction of evidence-based algorithm for optimized interventions in this population.