Depression is a burdening disease worldwide despite the availability of published clinical guidelines, necessitating an expansion of treatment options. Relaxation training (RT) is an easily accessible treatment that receives limited research attention on its effectiveness for treating depression. This systematic review retrieved eight studies with mixed methods to evaluate the effectiveness of RT in treating depression using qualitative thematic analysis. Findings showed that RT is a simple, low-cost treatment that can alleviate self-reported mild depressive symptoms in young populations. It is a coping skill that boosts individuals’ sense of self-efficacy, counteracting the effects of depression. RT plays the role of a common adjuvant treatment that is endorsed and used by practitioners, non-professional personnel, patients and the general public. With further evidence on its long-term effects and the suitable recipients, RT can be promoted which can possibly lessen the burden of depression.