Background: Patients who suffer from major depressive episodes and bipolar disorder often exhibit pharmaco-resistance. Therefore, novel treatment methodologies are being proposed to treat the disease or provide symptomatic relief. VNS and DBS are two such techniques, both of which utilize neurostimulation to achieve therapeutic relief. However, it is necessary to establish the comparative efficacies of these methods in treating MDD in patients. Objective: To assess the relative difference in the efficacy of VNS versus DBS for treatment of Major Depressive Disorder and bipolar depression and to provide evidence for the superior technique. Methods: To compare the efficacy of VNS versus DBS for the reduction of depressive symptoms in patients who meet the criteria for a major depressive episode, we conducted a meta-analysis of studies of the subject. Twenty-six studies were selected, consisting of 1160 patients who were treated with either VNS (Mean age = 47.75 years old, mean duration of illness = 22.86 years) or DBS (Mean age = 33.11 years old, mean duration of illness = 9.9 years) treatment arms and analyzed them to determine the amount of improvement in mood. The primary outcome measures were evaluated in terms of change between pre-test and post-test scores over a period of three months, as measured by HDRS and MADRS rating scales. Results: A comparison of the summary effect size produced by VNS (HDRS = 1.247, MADRS = 1.110) to that produced by DBS (HDRS = 2.063, MADRS = 1.996) seems to demonstrate that DBS is the more effective treatment. The effect size for VNS was lower than that of DBS groups, indicating that DBS is more effective than VNS. The finding is corroborated by the tests of heterogeneity; while the VNS group of studies indicated a high level of heterogeneity Vs. DBS group indicated insignificant level of heterogeneity. Conclusion: Current meta-analysis demonstrates that Deep Brain Stimulation (DBS) is a better treatment modality for Major Depressive Disorder and Bipolar Depression than Vagus Nerve Stimulation (VNS). However, as the VNS and DBS groups differed concerning the clinical profiles of the patients (both in terms of age and regarding the duration of the illness. Research studies with larger, synchronous sample sizes and control groups are required for a meta-analysis to draw a steadfast conclusion.