INTRODUCTION: The incidence of depression is increasing worldwide. Much is still unknown about the possible role of magnesium in depression prevention and treatment. Magnesium has an effect on biological and transduction pathways implicated in the pathophysiology of depression. The possible role of magnesium in depression prevention and treatment remains unclear. OBJECTIVES: We systematically reviewed the possible links between magnesium and depression in humans. METHODS: Twenty-one cross-sectional studies, three intervention trials, one prospective study, one case only study, and one case series study were included based on specific selection criteria. RESULTS: A higher intake of dietary magnesium seems to be associated with lower depression symptoms though reverse causality cannot be excluded. The results assessing the association between blood and cerebrospinal fluid magnesium and depression are inconclusive. DISCUSSION: Magnesium seems to be effective in the treatment of depression but data are scarce and incongruous. Disturbance in magnesium metabolism might be related to depression. Oral magnesium supplementation may prevent depression and might be used as an adjunctive therapy. However, more interventional and prospective studies are needed in order to further evaluate the benefits of magnesium intake and supplementation for depression.