Affective disorders, especially major depression, are the most common psychiatric disorders. Although well treatable, a number of patients do not or do not sufficiently respond to antidepressant pharmacotherapy. Therefore there is a need for safe and efficient alternative therapeutic strategies. Neurostimulatory therapies such as electroconvulsive therapy, repetitive transcranial magnetic stimulation, and vagus nerve stimulation belong to these alternatives. In this article we review their mechanisms of action and summarize efficacy and adverse effects.