Depression, with its characteristics of high prevalence, younger onset age, and high suicide rate, has repeatedly become the focus of societal discussion. It severely impairs the quality of life of patients and affects the development of the economy. Currently, treatments for depression are limited and vary in effectiveness. An increasing number of patients are classified as having treatment-resistant depression. In order to improve the cure rate further, numerous non-pharmacological treatments have been explored, among which physical therapies have garnered significant attention. This article provides a brief overview and discussion of recent physical treatments for treatment-resistant depression, offering new prospects for the field and inspiring readers with fresh ideas.