A systematic review of the literature regarding the efficacy and effectiveness of cognitive-behaviour therapy and short-term psychodynamic therapy in the treatment of major depression in adults was conducted. This search of electronic databases (PsycArticles, PsycINFO, Social Services Abstracts and PsycLIT) was conducted between August and October 2011 and resulted in full text review of 13 publications. On balance the evidence, largely derived from randomised controlled trials, supported cognitive-behaviour therapy as the more efficacious treatment. The evidence for the efficacy of short-term psychodynamic therapy was somewhat fragmented due to the paucity of controlled studies, with the evidence base for short-term psychodynamic therapy relying heavily upon meta-analyses. There was comparable evidence for the effectiveness of cognitive-behaviour therapy and short-term psychodynamic therapy on the basis of standardised clinical outcome measures. More high-quality randomised controlled trials are required to assess the efficacy of short-term psychodynamic therapy for treating major depression, while the methodological challenges of meta-analyses need to be acknowledged where this methodology forms the primary evidence base for efficacy studies.