Objective Estimate the cost-effectiveness ratio of a five-step brief intervention aimed at reducing the stress and symptoms of depression caused by living with an alcohol abuser. Methods The cost-effectiveness analysis was carried out with a decision tree, based on symptoms of depression measured on the CES-D scale. The effectiveness of the brief intervention was evaluated by comparing a group of indigenous women who received the intervention (n = 43) with a similar group who did not (n = 30). The groups were evaluated before, immediately after, and 12 months after the intervention, in the state of Hidalgo (Mexico). Pharmacological treatment was selected for comparison, using different estimates. Cost-effectiveness and incremental cost-effectiveness ratios were used to calculate the value of the remission of depressive symptoms. Sensitivity analyses were also conducted. Results The brief intervention turned out to be more effective than the pharmacological one in terms of the remission of depressive symptoms. Its cost was also lower ($US 31.24 versus $US 107.60). The brief intervention would cease to be cost-effective only if its cost increased by 338% or more, or if its effectiveness were 22.8% or less. Conclusions The five-step brief intervention is a cost-effective option that results in significant reductions in depressive symptoms in indigenous women caused by living with alcohol abusers. It is also an affordable option for primary mental health care.