Major depressive disorder is a serious public health concern across the developmental spectrum. This chapter provides an overview of the etiology of depression, highlights the connections between sports and mental health functioning, and deals with a discussion of assessment and treatment. A. Wolanin and colleagues reported in their study that female athletes were 1.8 times more likely to meet diagnostic criteria for depression. Cognitive behavioural therapy (CBT) is based on the notion that thoughts, actions, and feeling are closely related. CBT is one of the most widely used evidence-based interventions for depression and other psychological disorders. Based on the literature, it appears that several evidence-based treatments are useful for addressing depression in athletes. Dismantling studies may continue to shed light on which specific treatment components may be most beneficial and for which populations.