We examined the efficacy and acceptability of non-invasive brain stimulation in adult unipolar and bipolar depression. Randomised sham-controlled trials of transcranial direct current stimulation (tDCS), transcranial magnetic stimulation (TMS) and theta-burst stimulation (TBS), without co-initiation of another treatment, were included. We analysed effects on response, remission, all-cause discontinuation rates and continuous depression severity measures. Fifty-six studies met our criteria for inclusion (N  = 3,058, mean age = 44.96 years, 61.73% female). Response rates demonstrated efficacy of high-frequency rTMS over the left DLPFC (OR = 3.75, 95% CI [2.44; 5.75]), right-sided low-frequency rTMS (OR = 7.44, 95%CI [2.06; 26.83]) bilateral rTMS (OR = 3.68,95%CI [1.66; 8.13]), deep TMS (OR = 1.69, 95%CI [1.003; 2.85]), intermittent TBS (OR = 4.70, 95%CI [1.14; 19.38]) and tDCS (OR = 4.17, 95% CI [2.25; 7.74]); but not for continuous TBS, bilateral TBS or synchronised TMS. There were no differences in all-cause discontinuation rates. The strongest evidence was for high-frequency rTMS over the left DLPFC. Intermittent TBS provides an advance in terms of reduced treatment duration. tDCS is a potential treatment for non-treatment resistant depression. To date, there is not sufficient published data available to draw firm conclusions about the efficacy and acceptability of TBS and sTMS.