Currently available monoamine-based antidepressants, while generally safe and well tolerated, display remission rates that are unacceptable for the malignant global burden of unipolar major depression. This review summarizes basic neurobiological and clinical data supporting the use of a variety of second-line therapies to augment the treatment of depression, ranging from voluntary exercise, second-generation antipsychotics, to other pharmaceutical options, as well as more invasive neurostimulatory techniques. The advantages and limitations of each therapy are discussed, as well as resulting implications for our understanding of depression’s neurobiology and treatment.