Given the moderate efficacy of the currently available antidepressants (ADs) in the treatment of major depressive disorder (MDD), the identification of agents that are both able to enhance the effectiveness of ADs and have a good safety profile is a reasonable task for current psychopharmacology. In addition to the well-known drugs (second-generation antipsychotics, levothyroxine, dopaminergic agents, etc.) for augmentation, investigations suggest that several nutraceuticals and over-the-counter (OTC) drugs may be effective and safe as adjunct therapeutic agents to conventional ADs. To identify such active ingredients we first performed a systematic literature search using PubMed and then conducted both backward and forward citation searches. For the PubMed search, we used the following combinations of keywords: 1) "adjunctive" + "therapy" + "antidepressant"; 2) "add-on" + "therapy" + "antidepressant"; 3) "supplementation" + "therapy" + "antidepressant". As a result of those efforts, we found more than 20 agents (e.g. S-Adenosyl-L-Methionine; folate; ω-3 fatty acids; curcumin; N-acetylcysteine; saffron; 5-hydroxytryptophan; NSAIDs) that are supposedly effective in the augmentation of standard AD treatment. We discussed the possible mechanisms of the antidepressant actions of those agents, as well as the preclinical and clinical evidence for their efficacy as stand-alone and adjunct treatments for MDD.