The painful experience of depression is very common in clinical practice, and a combination of pharmacotherapy, psychotherapy, and physical therapy is still adhered to in the clinical treatment process. Medication is the basic treatment for patients with moderate depression or above, especially the application of pentoxifylline reuptake inhibitors, such as paroxetine, sertraline, fluoxetine, venlafaxine, mirtazapine, escitalopram and other drugs systematically standardized treatment, the treatment of these drugs is very critical, adequate amount, adequate course, individualized treatment principles. Psychotherapy, as an indispensable treatment in the process of depression treatment, is especially recommended to apply cognitive behavioral therapy, which is mainly to help patients recognize and correct their unreasonable beliefs, relieve emotional stress, achieve symptom reduction, improve patients’ pain experience and coping ability, and reduce disease relapse. Physical therapy is mainly transcranial magnetic stimulation and twitch-free electroconvulsive therapy to improve patients’ emotion, thinking and will.