The objective of this study is to review the literature on pharmacological treatment of depression in women with breast cancer. According to the PRISMA guidelines, we conducted a systematic review of randomized, controlled clinical trials and open label prospective studies on antidepressants effects on depression in women with breast cancer up to January 14, 2013. In this analysis, a total of 213 studies were identified, and six studies met the inclusion criteria. Of the six studies, three were placebo-controlled randomized controlled clinical trials with fluoxetine, a selective serotonin reuptake inhibitor; and Mianserin—a noradrenergic and specific serotonergic antidepressant. Both studies found that fluoxetine and mianserin significantly improved depressive symptoms and quality of life (QOL) compared with placebo. Conversely, desipramine, a tricyclic antidepressant, and the SSRI, paroxetine, showed no significant effects on depression compared with placebo. A double-blind, parallel group study comparing a tricyclic antidepressant, amitriptyline, and paroxetine showed a significant and comparable improvement in depression and QOL. Two open label, prospective studies found that escitalopram and the norepinephrine reuptake inhibitor, reboxetine, significantly improved depression and QOL compared with baseline values. In conclusion, depression is a clinical problem in patients with breast cancer. Pharmacological treatment with antidepressants may improve depression and QOL. However, the evidence is limited, and the studies are too heterogeneous to recommend one regimen or drug over another. Further antidepressant studies are needed to guide depression treatment in patients with breast cancer.