Abstract Background Depressive disorders are associated with a high burden of disease. However, due to the burden posed by the disease on not only the sufferers, but also on their relatives, there is an ongoing debate about which costs to include and, hence, which perspective should be applied. Therefore, the aim of this paper was to examine whether the change between healthcare payer and societal perspective leads to different conclusions of cost-utility analyses in the case of depression. Methods A systematic literature search was conducted to identify economic evaluations of interventions in depression, launched on Medline and the Cost-Effectiveness Registry of the Tufts University using a ten-year time horizon (2008–2018). In a two-stepped screening process, cost-utility studies were selected by means of specified inclusion and exclusion criteria. Subsequently, relevant findings was extracted and, if not fully stated, calculated by the authors of this work. Results Overall, 53 articles with 92 complete economic evaluations, reporting costs from healthcare payer/provider and societal perspective, were identified. More precisely, 22 estimations (24%) changed their results regarding the cost-effectiveness quadrant when the societal perspective was included. Furthermore, 5% of the ICURs resulted in cost-effectiveness regarding the chosen threshold (2% of them became dominant) when societal costs were included. However, another four estimations (4%) showed the opposite result: these interventions were no longer cost-effective after the inclusion of societal costs. Conclusions Summarising the disparities in results and applied methods, the results show that societal costs might alter the conclusions in cost-utility analyses. Hence, the relevance of the perspectives chosen should be taken into account when carrying out an economic evaluation. This systematic review demonstrates that the results of economic evaluations can be affected by different methods available for estimating non-healthcare costs.