Alcohol use disorders (AUDs) and depressive illnesses are highly prevalent, frequently co-occur, and are associated with worse outcomes when paired. The assessment and treatment of patients with co-occurring alcohol use disorders and depressive illnesses is wrought with many significant challenges. When it comes to advocating treatment guidelines for this dually-diagnosed population, the data are limited, but, nonetheless, do suggest that an integrated approach to patients presenting with co-occurring AUD and depressive symptoms can be efficacious. In this approach, ongoing evaluation and treatment are provided under one roof according to the evolving needs of each patient. Utilizing antidepressant medications in conjunction with psychosocial therapies may augment overall treatment efficacy; data also suggest that combining and tailoring psychosocial therapies, such as motivational enhancement therapies, cognitive therapies, and twelve-step facilitation may further improve treatment outcomes for patients with co-occurring depressive and alcohol use disorders.