This narrative review was conducted using searches of the PubMed/Medline and Google Scholar databases from inception to November 2019. Clinical trials and relevant articles were identified by cross-referencing major depressive disorder (and/or variants) with the following terms: folate, homocysteine, S-adenosylmethionine (SAMe), L-acetylcarnitine, alpha-lipoic acid, N-acetylcysteine, L-tryptophan, zinc, magnesium, vitamin D, omega-3 fatty acids, coenzyme Q10, and inositol. Manual reviews of references were also performed using article reference lists. Abnormal levels of folate, homocysteine, and SAMe have been shown to be associated with a higher risk of depression. Numerous studies have demonstrated antidepressant activity with L-methylfolate and SAMe supplementation in individuals with depression. Additionally, the amino acids L-acetylcarnitine, alpha-lipoic acid, N-acetylcysteine, and L-tryptophan have been implicated in the development of depression and shown to exert antidepressant effects. Other agents with evidence for improving depressive symptoms include zinc, magnesium, omega-3 fatty acids, and coenzyme Q10. Potential biases and differences in study designs within and amongst the studies and reviews selected may confound results. Augmentation of antidepressant medications with various supplements targeting nutritional and physiological factors can potentiate antidepressant effects. Medical foods, particularly L-methylfolate, and other supplements may play a role in managing depression in patients with inadequate response to antidepressant therapies.