Depression can exacerbate symptoms associated with life-threatening illness and increase disability and distress. In palliative care, depression occurs in a context of multiple symptoms, which complicates detection and treatment. While systematic reviews of antidepressants have been conducted in specific life-threatening diseases, no previous study has synthesized the evidence in palliative care. The objective of this study was to determine the efficacy of antidepressants for the treatment of depression in palliative care. MEDLINE, EMBASE, PSYCINFO and Cochrane trials registers were systematically searched to identify randomized controlled trials comparing antidepressants and placebo for the treatment of depression in palliative care. The primary outcome was efficacy assessed at three time-points. Twenty-five studies were included in the review. At each time-point antidepressants were more efficacious than placebo: 4-5 weeks odds ratio (OR) 1.93 (1.15-3.42) p = 0.001; 6-8 weeks OR 2.25 (1.38-3.67) p = 0.001; 9-18 weeks OR 2.71 (1.50-4.91) p = 0.001. This review provides evidence that antidepressants are effective in treating depression in palliative care. Their superiority over placebo is apparent within 4-5 weeks and increases with continued use. It is probable that the effect sizes yielded in this review overestimate the efficacy of antidepressants due to biases such as selective reporting and publication. Nevertheless, the magnitude and consistency of the effect suggests genuine benefit.