Depression and mental health-related issues are increasingly prevalent in young adolescents and adults and so is the use of Complementary Therapies (CTs) to treat depression. Systematic reviews have found that, of all CTs, acupuncture, exercise, and the herbal remedy St John’s Wort have the greatest amount of evidence for efficacy in treating depression. We aimed to assess Mental Health Literacy (MHL) levels in the treatment of depression and Complementary Therapy’s (CT) usage in adolescents and adults. Surveys were distributed to a pre-existing cohort of community women; and a group of young athletes and university students (n = 156, aged ≥16 years). Participant’s level of MHL and the CT’s usage for their personal health was assessed. MHL regarding the identification of depressive symptoms was low, particularly in males aged under 35 years. The majority (59%) of participants utilized CTs 12 months prior to survey completion. Evidence-based professional services were perceived more helpful than self-help methods in treating depressive symptoms. Our findings support previous research indicating high levels of use of CTs. Whilst there was a favorable regard for professional services, greater education regarding the identification of depressive symptoms in young men is needed to improve the MHL in this population.