Benzodiazepines, the most widely prescribed psychotropic drugs, are often used in patients with depressive disorders, either alone or in combination with standard antidepressants. This review evaluates the efficacy of benzodiazepines (alprazolam, diazepam, chlordiazepoxide) as established in acute-phase, randomized controlled trials (RCTs) in major depressive disorder. Metaanalyses using intent-to-treat, as well as adequate treatment exposure samples, revealed an overall efficacy of 47-63% and a drug-placebo difference of 0-27% for all benzodiazepines. Alprazolam, the best studied of the benzodiazepines, had a 27.1% (sd = 6.1%) greater response than placebo, which is comparable to standard antidepressants. Alprazolam, in particular, may be a useful treatment option for patients in whom standard antidepressant medications are contraindicated, poorly tolerated, or possibly ineffective. Alprazolam may have a more rapid onset of action for some patients. Benzodiazepines do not primarily affect biogenic amine uptake or metabolism, although they do augment gamma-amino butyric acid (GABA) activity. The antidepressant efficacy of benzodiazepines, which are GABAA receptor agonists, is consistent with the GABA theory of depression.