Despite its efficacy in treating hepatitis C, interferon-α (IFN-α) can cause depression. The purpose of this systematic review is to summarize and discuss the available and effective therapies in treating IFN-α-induced depression. Using PubMed, The Cochrane Library, Scopus, Embase, Ovid of Medline, PsycINFO, and ISI Web of Knowledge, we selected 64 articles concerning IFN-α-induced depression treatment in hepatitis C patients. Selective serotonin reuptake inhibitors can be considered the first choice for the treatment of IFN-α-induced depression, as demonstrated in open-label studies, case reports, and a randomized, double-blind, placebo-controlled trial. Also 5-hydroxytryptophan and tryptophan have been suggested to be effective as monotherapy or as augmentation of selective serotonin reuptake inhibitors. Clinical cases that show positive effects of tricyclic antidepressants, however, do not provide sufficient evidence for the use of these drugs. Two cohort studies have reported the effectiveness of amisulpride, but not of levosulpiride. Mirtazapine has been suggested to be a better choice of treatment in cases where insomnia or anorexia develop. Milnacipram can be useful in cases of concomitant medications, for the unlikely occurrence of drug-drug interactions. Psychostimulants represent an empirical treatment without controlled data to support their use. Two case reports have shown the favorable use of bupropion, particularly if sexual dysfunction or cravings for illicit drugs are present. A single case report suggests electroconvulsive therapy to be a possible choice when antidepressants are ineffective or poorly tolerated. The main limitation of our review is that the quality of the findings varied across the reviewed studies. Our observations may help clinicians with managing IFN-α-induced depression.