Introduction: Due to similarities in their pathophysiology and common psychological background, depressive disorders and obesity often occur simultaneously. The treatment of obesity can reduce the symptoms of comorbid depression and, conversely, treating depression can improve weight reduction outcomes. Purpose of this study: This review aimed to analyze the available literature on the subject of various methods of treating obesity and comorbid depression and to demonstrate the mutual correlation between the therapy of depressive disorders and the therapy of obesity. Method: The Pubmed and Cochrane databases were searched for original articles on the subject of simultaneous depression and obesity that had been published between 2014 and 2024, using the key words “depression”, “depressive symptoms”, “obesity”, and “behavioral therapy”. Results and conclusions: The successful treatment of depression can help in treating obesity, especially in motivating patients to adjust their lifestyle by changing dietary habits and increasing their physical activity, which contribute to both changes in body mass index scores and reductions in depressive symptoms. Changes in self-perception, reduced daily stress, and dietary changes, as well as increased physical activity, contribute to both weight loss and the reduction of depressive symptoms. Depression and obesity should be treated as one two-dimensional disorder to achieve better long-term treatment results.