Despite the availability of many treatment options, depressive disorders remain a global public health problem. Even in affluent nations, 70% of reported cases either do not receive the recommended level of treatment or do not get treated at all, and this percentage does not reflect cases of depression that go unreported due to lack of access to health care, stigma, or other reasons. In developing countries, the World Health Organization estimates that <10% receive proper depression care due to poverty, stigma, and lack of governmental mental health resources and providers. Current treatments do not work for everyone, and even people who achieve remission face a high risk of recurrence and residual disability. The development of low-cost effective interventions that can serve either as initial therapy for mild symptoms or as adjunctive therapy for partial responders to medication is an immense unmet need. Positive activity interventions (PAIs) teach individuals ways to increase their positive thinking, positive affect, and positive behaviors. The majority of such interventions, which have obtained medium-size effect sizes, have been conducted with nondepressed individuals, but two randomized controlled studies in patients with mild clinical depression have reported promising initial findings. In this article, the authors review the relevant literature on the effectiveness of various types of PAIs, draw on social psychology, affective neuroscience and psychophamacology research to propose neural models for how PAIs might relieve depression, and discuss the steps needed to translate the potential promise of PAIs as clinical treatments for individuals with major and minor depressive disorders.