Background Systematic errors in randomized clinical trials (RCTs) overestimate treatment effects. We systematically assessed the risks of bias in RCTs assessing the effects of drug and non-drug interventions for patients with unipolar depression. Methods We searched bibliographic databases for drug and non-drug RCTs including patients with depression. We assessed the following risk of bias domains: sequence generation, allocation concealment, baseline imbalance, blinding, intention-to-treat analysis, selective outcome reporting, and funding. Risks of bias were compared for drug and non-drug trials and according to year of publication (before 1990; from 1990 to 1999; and 2000 to 2010). Results Comparing drug trials (N=775) to non-drug trials (N=73), the proportion of drug trials with low risk of bias seemed superior regarding blinding of participants (p<0.001), blinding of health-care providers (p<0.001), and blinded outcome assessment (p<0.001). Non-drug trials were superior regarding sequence generation (p<0.001), allocation concealment (p=0.002), intention-to-treat analysis (p<0.001), and baseline imbalance (p=0.006). Adequate blinding of data managers (p=0.45), blinding of statisticians (p=0.69), and selective outcome reporting (p=0.55) did not differ. 41.5% of drug trials were funded by for-profit organizations compared to 12.3% of non-drug trials (p<0.001). In drug trials, the risk of bias decreased significantly over time. This did not reach statistical significance in non-drug trials. Limitations This study only included trials published before 2010. Conclusions Included trials were associated with high risks of bias which may distort effect estimates. The risks of bias decreased with time for drug trials.