BACKGROUND: Depressed and anxious patients often combine complementary and alternative medicine (CAM) therapies with conventional pharmacotherapy to self-treat symptoms. The benefits and risks of such combination strategies have not been fully evaluated. This paper evaluates the risk-benefit profile of CAM augmentation to antidepressants in affective conditions. METHODS: PubMed was searched for all available clinical reports published in English up to December 2012. Data were evaluated based on graded levels of evidence for efficacy and safety. RESULTS: Generally, the evidence base is significantly larger for depression than for anxiety disorder. In unipolar depression, there is Level 2 evidence for adjunctive sleep deprivation (SD) and Free and Easy Wanderer Plus (FEWP), and Level 3 for exercise, yoga, light therapy (LT), omega-3 fatty acids, S-adenosylmethionine and tryptophan. In bipolar depression, there is Level 1 evidence for adjunctive omega-3s, Level 2 for SD, and Level 3 for LT and FEWP. In anxiety conditions, exercise augmentation has Level 3 support in generalized anxiety disorder and panic disorder. Though mostly well-tolerated, these therapies can only be recommended as third-line interventions due to the quality of available evidence. LIMITATIONS: Overall, the literature is limited. Studies often had methodological weaknesses, with little information on long-term use and on potential drug-CAM interactions. Many CAM studies were not published in English. CONCLUSIONS: While several CAM therapies show some evidence of benefit as augmentation in depressive disorders, such evidence is largely lacking in anxiety disorders. The general dearth of adequate safety and tolerability data encourages caution in clinical use.