Magnesium (Mg) is an element present in everyday dietary plan of regular meals, but it has been shown that a large part of the population presents a low Mg status. Mg has a wide range of physiologic and protective functions within energy regulation and cellular, included neuronal, homeostasis. It obstacles excessive calcium flow into the cells, preventing cells’ death, has anti-inflammatory properties, antioxidant action, and interacts with serotonin, a central neurotransmitter involved in depression pathophysiology. Epidemiologic studies have shown that low Mg status is associated with increased frequency of depression, with both cross-sectional and longitudinal designs. Promising evidence has shown that Mg has antidepressant activity similar to imipramine, and that it can be a valid supplementation to antidepressants in treatment resistant depression. However, at the present state of the art too few and small studies have investigated the role of Mg among other therapeutic means in depression, and any conclusion about its utility in clinical practice cannot be drawn. Future research should shed a light on such an important field needing more evidence.