Although a growing body of research suggests that mind-body therapies may be appropriate to integrate into the treatment of depression, studies consistently lack methodological sophistication particularly in the area of control groups. In order to better understand the relationship between control group selection and methodological rigor, we provide a brief review of the literature on control group design in yoga and tai chi studies for depression, and we discuss challenges we have faced in the design of control groups for our recent clinical trials of these mind-body complementary therapies for women with depression. To address the multiple challenges of research about mind-body therapies, we suggest that researchers should consider 4 key questions: whether the study design matches the research question; whether the control group addresses performance, expectation, and detection bias; whether the control group is ethical, feasible, and attractive; and whether the control group is designed to adequately control for nonspecific intervention effects. Based on these questions, we provide specific recommendations about control group design with the goal of minimizing bias and maximizing validity in future research.