The global prevalence of Major Depressive Disorder (MDD) is increasing at an alarming rate, underscoring the urgent need for timely and accurate diagnoses to facilitate effective interventions and treatments. Electroencephalography remains a widely used neuroimaging technique in psychiatry, due to its non-invasive nature and cost-effectiveness. With the rise of computational psychiatry, the integration of EEG with artificial intelligence has yielded remarkable results in diagnosing depression. This review offers a comparative analysis of two predominant methodologies in research: traditional machine learning and deep learning methods. Furthermore, this review addresses key challenges in current research and suggests potential solutions. These insights aim to enhance diagnostic accuracy for depression and also foster further development in the area of computational psychiatry.

Early depression screening is important for timely intervention, and electroencephalography (EEG) offers an objective and potentially portable sensing modality for computer-aided assessment. However, recognition from fixed three-channel frontal EEG remains difficult because of limited spatial information and incomplete modeling of temporal–frequency characteristics and temporal dependencies. This study proposes DEP-TFDualNet for acquisition-constrained frontal resting-state EEG. The framework integrates multi-scale convolution, dual-domain channel attention, temporal modeling derived from the independent recurrent neural network (IndRNN) architecture, and decision-stage fusion of deep representations with low-order statistical descriptors through a Kolmogorov–Arnold Network (KAN)-based nonlinear projection layer. Experiments were conducted on the publicly available three-channel frontal EEG subset of the MODMA dataset. After additional quality control, 48 subjects were retained (22 patients with major depressive disorder, 26 healthy controls). Under subject-wise stratified five-fold cross-validation, DEP-TFDualNet achieved 85.42% accuracy, 85.26% macro-F1, 81.82% sensitivity, 88.46% specificity, an AUC of 0.82, and a Brier score of 0.121. It achieved the best threshold-based subject-level performance and the lowest Brier score among the evaluated models. These results provide preliminary evidence that simplified frontal EEG sensing may support depression recognition in acquisition-constrained settings, although larger and external validation is still required.