Depression and depressive symptoms are prevalent in patients with cancer. Depression is underdiagnosed and therefore, patients often receive inadequate treatment for depression. We have assessed the evidence of primary prophylactic treatment for depression in patients with cancer. The systematic review was prospectively registered at PROSPERO and was conducted according to the Preferred Reporting Items for Systematic Review and Meta-Analysis guidelines. Five electronic databases were searched on the 31st of May 2018 and two independent reviewers screened the papers. Randomized controlled trials of adult patients with cancer treated prophylactically with an antidepressive intervention of any kind using validated assessment tools to measure depression or depressive symptoms were included. No language or publication year restrictions were applied. Seven out of eighteen studies reported a statistically significant prophylactic effect on depression. The studies were classified into three groups based on the type of intervention. The meta-analyses showed a significant difference in favour of pharmacotherapy (RR 0.34, 95% CI 0.18; 0.63), psychotherapy (SMD -0.23,95% CI -0.46; 0.00), and other interventions (SMD -0.17, 95% CI -0.31; -0.03). Only one study had overall low risk of bias and the rest had high risk of bias predominantly due to blinding, incomplete data, or allocation concealment. Preventive measures have been examined in patients with cancer, but no convincing evidence for any specific intervention is present. Depression in patients with cancer can be prevented and prophylactic treatment should be given during oncological treatment but further high quality studies testing safe interventions are still needed.