Major depressive disorder is reported to be the most common mental disorder, and one of the leading causes of disability-adjusted life years. It causes high levels of family burden and of expressed emotions. Research interest in family functioning in mental disorders has recently shifted from schizophrenia to unipolar and bipolar affective disorders. However, studies on family burden and on the effect of family psychoeducational interventions on major depression are still very few in number and lack a rigorous methodology, clear outcome measures and adequate follow-ups. Despite this, the few available studies on the efficacy of psychoeducational family intervention in unipolar major depression have had promising results. A comprehensive management of unipolar major depression should include psychoeducational family intervention.