The purpose of this study was to systematically review the effects of supervised resistance training (RT) programs in people diagnosed with depression or depressive symptoms. The following databases were used to search and retrieve the articles: Cochrane Library, EBSCO, PEDro, PubMed, Scopus and Web of Science. The search was conducted in late June 2020. Search protocol required the title to contain the words depression or depressive or dysthymia. Furthermore, the title, abstract or keywords had to contain the words or expressions: “randomized controlled trial”; and “strength training” or “resistance training” or “resisted training” or “weight training”. The screening provided 136 results. After the removal of duplicates, 70 records remained. Further screening of titles and abstracts resulted in the elimination of 57 papers. Therefore, 13 records were eligible for further scrutiny. Of the 13 records, nine were excluded, and the final sample consisted of four articles. Results were highly heterogeneous, with half of the studies showing positive effects of resistance training and half showing no effects. In two of the four combinations, the meta-analysis revealed significant benefits of RT in improving depressive symptoms (p ≤ 0.05). However, considering significant differences with moderate (Effect Size = 0.62) and small (ES = 0.53) effects, the heterogeneity was above 50%, thus suggesting a substantial level. To draw meaningful conclusions, future well-designed randomized controlled trials (RCTs) are needed that focus on understudied RT as a treatment for depression.