Nowadays, the mechanism of mindfulness gradually reveals a great attraction to scientists in a variety of research direction, and particularly, the application of mindfulness is highly valued in treating depression by using the strategy of psychotherapy. The past research has shown that people who are in depression would develop a uniform thinking pattern toward the external stimuli, which, consequently, resulting in that depressed people would consistently be lost in negative feelings. By keep having these distorted understandings toward their surrounding features, people who are in depression would keep being confronted with low mood and other negative feelings. However, Mindfulness could act as a technique and be defined to enable people to focus on the present and enables people to accept new information without carrying stereotyped thinking pattern. Hence, it would be used as a strategy to treat depression. In current research, mindfulness has been used as in different treatment to treat a variety of symptoms. This literature review examines the relationship and application of mindfulness as a strategy used in psychotherapy to treat depression and provided some suggestions of possible future research direction about using mindfulness in the treatment of depression.