Evidence regarding the treatment of late-life depression is not necessarily generalizable to persons with a neurocognitive disorder and comorbid depression. Thus, this article reviews recent evidence that pertains to the treatment of depression in older adults with neurocognitive disorders, and synthesizes and critically analyzes this literature to identify methodological issues and gaps for the purpose of future research. Controlled trials and meta-analyses examining depression treatment in neurocognitive disorders, published between 2015 and 2019 (N = 16 reports), can be divided into those addressing pharmacotherapy, psychological and behavioral therapy, and somatic therapy. The evidence generally does not support benefit of antidepressant medication over placebo in treating depressive disorders in dementia. No pharmacological studies since 2015 have examined antidepressant medication in participants with mild cognitive impairment (MCI). Problem adaptation therapy demonstrates efficacy for depression in MCI and mild dementia. Other psychological and behavioral interventions for depressive symptoms in dementia demonstrate mixed findings. The only somatic treatment trials published since 2015 have assessed bright light therapy, with positive findings but methodological limitations. Psychological, behavioral, and somatic treatments represent promising treatment options for depression in neurocognitive disorders, but further studies are needed, particularly in participants with depressive disorders rather than subclinical depressive symptoms. Little is known about the treatment of depression in patients with MCI, and rigorous identification of MCI in late-life depression treatment trials will help to advance knowledge in this area. Addressing methodological issues, particularly the diagnosis and measurement of clinically significant depression in dementia, will help to move the field forward.