In this article, we aimed to assess the efficacy of adjunctive administration of nutritional supplements to antidepressants by means of a systematic review and meta-analysis. The supplements included were inositol, vitamin D, folic acid, vitamin B12, S-adenosyl-L-methionine (SAMe), omega-3 polyunsaturated fatty acids (n-3 PUFA) and zinc. A structured database search (MEDLINE, EBSCO, CENTRAL, Web of Science) was performed using terms for the respective substances in conjunction with terms for depression and the mode of treatment (“add-on” OR "adjunctive" OR "augmentation"). Meta-analyses, randomized controlled trials (RCTs) and non-randomized comparative studies that investigated the supplements as an add-on in the treatment of clinically diagnosed MDD were included. Agents had to be added to an existing antidepressant regime (augmentation) or started simultaneously with the antidepressant (acceleration). For n-3 PUFAs, folic acid and zinc, new meta-analyses were performed as part of this work. Our meta-analyses of 10 articles on n-3 PUFAs and four on zinc support their efficacy. For folic acid, our meta-analysis does not support efficacy. For n-3 PUFAs, sensitivity analysis showed no difference between acceleration and augmentation designs, but significant differences between individuals with or without comorbidities. For the remaining substances, only a few RCTs were available. The preliminary data on inositol was negative, while one RCT for vitamin D demonstrated positive results. For vitamin B12 one and for SAMe two RCTs and a few open trials are available reporting positive and mixed results. To summarize, for most of the substances, the available data is not yet sufficient or inconclusive.