Depression is one of the leading causes of disability in the world. Current pharmaceutical treatment for depression remains unsatisfactory due to its limited therapeutic efficacy and undesirable side effects. There is increasing interest in looking for alternative strategies from diet for the treatment of depressive disorder. The nutrition factors have the potential to regulate several neurochemical pathways implicated in depression. This review gives an overview of the recent advances in depression treatment using nutrition factors including vitamins, polyunsaturated fatty acid, elements and natural products. The review covers most recent publications from 2016 to mid-2018. The results of basic experimental and clinical studies were summarized. The risk of deficiency and effect of intervention using nutrition factors for the depression were also discussed. Although the results are controversial in some cases due to the experimental design, the relationship has been observed between deficiency of certain nutrition factors and incidence of depression in the majority of studies. The dietary nutrition supplements may play significant or synergic role in treating or improving depressive disorders.