The therapeutic value of physical exercise, bright light therapy and dawn simulation, and several pharmacologic treatments, including hypericum (St. John's wort), S-adenosylmethionine, and 5-hydroxytryptophan, are reviewed, with a focus on their use for treating major depressive disorder in children and adolescents and also for alleviating depressed mood in the general (nonclinical) population of youth. For each treatment discussed, all published randomized, double-blind, placebo-controlled trials are summarized, along with some additional selected studies. Nutritional psychopharmacology and several other approaches to treating depression will be presented in an upcoming volume in the Child and Adolescent Psychiatric Clinics of North America.