As disclosure of the truth gathers in acceptance, so does the importance of treating depression in cancer patients. Nevertheless, the choice of antidepressant tends only to be decided empirically and this is further complicated by the characteristics of advanced cancer, including: (i) a comparatively higher proportion of reactive and mild depression; (ii) frequent bowel obstruction and dysphagia; and (iii) high physical exhaustion. Therefore, we have developed an algorithm to guide the treatment of major depression in patients with advanced cancer based on psychopharmacological literature. This selects medication according to severity of depression and drug delivery route, while keeping methylphenidate as an option.