Depression is a common mental disorder that causes sadness and loss of interest. It affects 350 million people in the world and its most severe state can lead to suicide. Many technologies are being used to aid the depression treatment and gamification has been used as an approach to improve adherence and engagement in the treatment. This systematic study aimed at identifying how gamification and serious games have been applied to support the treatment of depression, what technologies are being used currently and what gaps are still left unexplored. Eight scientific repositories were used to search for papers in the area of depression and a filter process was used to remove bias. As a result of this search and filter process, 28 works were completely reviewed, analyzed and categorized in this paper. In the reviewed papers the technologies found for treatment of depression were mobile, computer, wearables and web applications. These technologies are applied in gamification, serious games, virtual reality and speech analysis. Some papers used Cognitive Behavioral Therapy as an intervention and other papers used gamification as a way to promote engagement and adherence to treatment.