With the rapid development of today's society, the pressure of study and over-reliance on Internet mobile phones lead to zero communication, no communication and no talk. In universities, the number of students with depression tendency is increasing day by day. In recent years, campus cases caused by depression and autism have occurred frequently in China, which has become the focus of the whole society, and educators in universities are facing and constantly improving major issues. This paper discusses the effect of music therapy and biofeedback therapy on depression of freshmen, and expounds the psychological and biological mechanism of music therapy and biofeedback therapy on depression through the measurement of college students' psychological problem scale and the change of urinary cortisol index. Through the UPI scale, 90 students with depression were selected and randomly divided into three groups: music therapy+group counseling group (research group), music therapy group (control group 1) and group counseling group (control group 2). Before and after the intervention, the three groups were evaluated with Symptom Checklist 90 (SCL-90), Self-Rating Depression Scale (SDS) and urine cortisol. After statistical data analysis, observe the clinical efficacy of music therapy and group counseling in the comprehensive treatment of depression.