Additional options to help those with depression control their mood, besides psychotherapy and antidepressants, can be important, especially when there is also anxiety involved. One of the drug options is alprazolam, a benzodiazepine. We evaluated the effect of alprazolam for depression. The best evidence currently available suggests that alprazolam may be moderately more effective than a placebo, and as effective as conventional antidepressants, in the treatment of major depression. We cannot conclude whether this is due to its specific antidepressant effect or to a non-specific effect on sleep and anxiety. There were relatively few short-term side effects. However, the multiple shortcomings of the currently available evidence, including probable sponsorship bias, publication bias, the age of the studies and the heterogeneity of the results, limit confidence in these findings.