Transcranial direct cranial stimulation (tDCS) is a promising non-pharmacological intervention for treating major depressive disorder (MDD). However, results from randomized controlled trials (RCTs) and meta-analyses are mixed. Our aim was to assess the efficacy of tDCS as a treatment for MDD. We performed a systematic review in Medline and other databases from the first RCT available until January 2014. The main outcome was the Hedges’ g for continuous scores; secondary outcomes were the odds ratio (ORs) to achieve response and remission. We used a random-effects model. Seven RCTs (n = 259) were included, most with small sample sizes that assessed tDCS as either a monotherapy or as an add-on therapy. Active vs. sham tDCS was significantly superior for all outcomes (g = 0.37; 95% CI 0.04–0.7; ORs for response and remission were, respectively, 1.63; 95% CI = 1.26–2.12 and 2.50; 95% CI = 1.26–2.49). Risk of publication bias was low. No predictors of response were identified, possibly owing to low statistical power. In summary, active tDCS was statistically superior to sham tDCS for the acute depression treatment, although its role as a clinical intervention is still unclear owing to the mixed findings and heterogeneity of the reviewed studies. Further RCTs with larger sample sizes and assessing tDCS efficacy beyond the acute depressive episode are warranted.