In order to evaluate the therapeutic effect of music therapy on patients with depression, this paper proposes a CNN-based noise detection method with the combination of HHT and FastICA for noise removal, with good data support from the DBN model. DBN-based feature extraction and classification are completed. As the training process of DBN itself requires a large number of training samples, there are also disadvantages such as slow convergence speed and easy to fall into local minima, which lead to a large amount of effort and time, and the learning efficiency is relatively low. A DBN optimization algorithm based on artificial neural network was proposed to evaluate the efficacy of music therapy. First of all, through the comparison of music therapy experimental group and control group, to verify that music therapy is effective for the treatment of depressed patients. Secondly, we propose to optimize the selection of features based on the frequency band energy ratio and the sliding average sample entropy, respectively, and then to classify the EEG of depressed patients under different music perceptions by training the DBN model and continuously adjusting the parameters, combined with the surtax classifier, and the classification accuracy is high. In particular, it can detect the different effects of different music styles, which is of great significance for the selection of appropriate music for the treatment of depressed patients.