Cancer patients are often combined with depressive symptoms, which is not conducive to the recovery of the disease. Currently, the treatment of cancer with depression is based on drugs, but it is prone to interact with antitumor drugs, and the excessive drug burden may lead to poor patient compliance, affecting the treatment and prognosis of the disease. Therefore, it is particularly important to discover safer and more effective treatments. This article reviews the progress of non-pharmacological therapies at home and abroad in recent years, with a view to providing ideas for optimizing the treatment of cancer with depression.