Real-time functional magnetic resonance imaging neurofeedback (rt-fMRI-nf) training is an emerging intervention for neurorehabilitation. However, its translation into clinical use on participants with clinical depression is unclear, the effect estimates from randomized control trials and the certainty of the supporting evidence on the effect estimates are unknown. As the number of studies on neurofeedback increases every year, and better quality evidence becomes available, we evaluate the evidence of all randomized control trials available on the clinical application of rt-fMRI-nf training on participants with clinical depression. We performed electronic searches in Pubmed, Embase, CENTRAL, rtFIN database, Epistemonikos, trial registers, reference lists, other systematic reviews, conference abstracts, and cross-citation in Google Scholar. Reviewers independently selected studies, extracted data and evaluated the risk of bias. The certainty of the evidence was judged using the GRADE framework. This review complies with PRISMA guidelines and was submitted to PROSPERO registration. We found 435 results. After the selection process, we included 11 reports corresponding to four RCTs. The effect of rt-fMRI-nf on improving the severity of clinical depression scores demonstrated a tendency to favor the intervention; however, the general effect was not significant. At end of treatment, SMD (standardized mean difference): -0.32 (95% CI -0.73 to 0.10). At follow-up, SMD: -0.33 (95% CI -0.91, 1.25). All the studies showed changes in BOLD fMRI activation after training; however, only one study confirmed regulation success during a transfer run. Whole-brain analyses suggests that rt-fMRI nf may alter activity patterns in brain networks. More studies are needed to evaluate quality of life, acceptability, adverse effects, cognitive tasks, and physiology measures. We conclude that the current evidence on the effect of rt-fMRI-nf training for decision-making outcomes in patients with clinical depression is still based on low certainty of the evidence.