In this study, a literature survey was conducted of research into the development and use of wearable devices and sensors in patients with depression. We collected 18 studies that had investigated wearable devices for assessment, monitoring, or prediction of depression. In this report, we examine the sensors of the various types of wearable devices (e.g., actigraphy units, wristbands, fitness trackers, and smartwatches) and parameters measured through sensors in people with depression. In addition, we discuss future trends, referring to research in other areas employing wearable devices, and suggest the challenges of using wearable devices in the field of depression. Real-time objective monitoring of symptoms and novel approaches for diagnosis and treatment using wearable devices will lead to changes in management of patients with depression. During the process, it is necessary to overcome several issues, including limited types of collected data, reliability, user adherence, and privacy concerns.