The effects of non-invasive, non-convulsive electrical neuromodulation (NINCEN) on depression, anxiety and sleep disturbance are inconsistent in different studies. Previous meta-analyses on transcranial direct current stimulation (tDCS) and cerebral electrotherapy stimulation (CES) suggested that these methods are effective on depression. However, not all types of NINECN were included; results on anxiety and sleep disturbance were lacking and the influence of different populations and treatment parameters was not completely analyzed. We searched PubMed, Embase, PsycInfo, PsycArticles and CINAHL before March 2021 and included published randomized clinical trials of all types of NINCEN for symptoms of depression, anxiety and sleep in clinical and non-clinical populations. Data were pooled using a random-effects model. The main outcome was change in the severity of depressive symptoms after NINCEN treatment. A total of 58 studies on NINCEN were included in the meta-analysis. Active tDCS showed a significant effect on depressive symptoms (Hedges’ g = 0.544), anxiety (Hedges’ g = 0.667) and response rate (odds ratio = 1.9594) compared to sham control. CES also had a significant effect on depression (Hedges’ g = 0.654) and anxiety (Hedges’ g = 0.711). For all types of NINCEN, active stimulation was significantly effective on depression, anxiety, sleep efficiency, sleep latency, total sleep time, etc. Our results showed that tDCS has significant effects on both depression and anxiety and that these effects are robust for different populations and treatment parameters. The rational expectation of the tDCS effect is ‘response’ rather than ‘remission’. CES also is effective for depression and anxiety, especially in patients with disorders of low severity.