One of every three patients with epilepsy (PWE) will experience a depressive disorder in the course of their life, often associated with anxiety symptoms or a full blown anxiety disorder. Clearly, the high prevalence of these psychiatric comorbidities calls for their early identification and management. This article provides practical strategies in the management of depressive episodes in PWE. Contrary to long-held beliefs, the use of antidepressant drugs are safe in PWE when used at therapeutic doses. Antidepressant drugs of the selective serotonin reuptake inhibitor (SSRI) or serotonin-norepinephrine reuptake inhibitor (SNRI) families are the first line of therapy in depressive disorders, and failure to achieve complete symptom remission after a trial of an SSRI or SNRI at optimal doses should be followed by a second trial with a drug from the other antidepressant family. In developing countries, antidepressant drugs of these two antidepressant families are not always available, and tricyclic antidepressants (TCAs) are the drugs of choice. Although there are no differences in efficacy among the three families of antidepressants, TCAs have a lower tolerability and higher toxicity, with greater mortality risk associated with cardiotoxic effects in overdoses. Cognitive behavior therapy is another treatment modality that has been shown to be effective in the treatment of depressive disorders in patients with and without epilepsy. Its use should be considered together with pharmacotherapy or by itself.