The field of non-pharmacological therapies for treatment resistant depression (TRD) is rapidly evolving and new somatic therapies are valuable options for patients who have failed numerous other treatments. A major challenge for clinicians (and patients alike) is how to integrate the results from published clinical trials in the clinical decision-making process.We reviewed the literature for articles reporting results for clinical trials in particular efficacy data, contraindications and side effects of somatic therapies including electroconvulsive therapy (ECT), transcranial magnetic stimulation (TMS), vagal nerve stimulation (VNS) and deep brain stimulation (DBS). Each of these devices has an indication for patients with different level of treatment resistance, based on acuteness of illness, likelihood of response, costs and associated risks. ECT is widely available and its effects are relatively rapid in severe TRD, but its cognitive adverse effects may be cumbersome. TMS is safe and well tolerated, and it has been approved by FDA for adults who have failed to respond to one antidepressant, but its use in TRD is still controversial as it is not supported by rigorous double-blind randomized clinical trials. The options requiring surgical approach are VNS and DBS. VNS has been FDA-approved for TRD, however it is not indicated for management of acute illness. DBS for TRD is still an experimental area of investigation and double-blind clinical trials are underway.