International interest on the benefits of using the steroid hormone Dehydroepiandrosterone (DHEA) on various aspects of human health, including the regulation of mood, is increasing. This study aimed to review the scientific literature on the use of DHEA in the treatment of depression and depressive symptoms in other psychiatric and medical illnesses. PubMed, ISI Web of Knowledge and Virtual Health Library (VHL) databases were independently searched by two researchers using the following terms: depression, treatment, DHEA, and mood. Clinical studies were considered eligible when subjects were treated with DHEA and psychological assessments of depression were conducted. No time limits or language for this research were imposed. One 183 references were identified, and 22 references were selected to compose this review. Significant improvements related to the use of DHEA in patients with depression were observed, in addition to improvements in depressive symptoms in patients with schizophrenia, anorexia nervosa, HIV and adrenal insufficiency. No significant improvements were observed regarding depressive symptoms in patients with fibromyalgia; the results observed in patients with autoimmune diseases and healthy individuals remain contradictory. Although the selected studies demonstrated good methodological applications, most studies consisted of small samples, and only 3 studies were conducted in a young population. Therefore, we concluded that the studies published to date indicate promising results regarding the use of DHEA in the treatment of depression and depressive symptoms, especially in depression that is mild or resistant to conventional therapy.