Human behavior can be organized around two fundamental motivational principles: the desire to approach positive outcomes and the desire to avoid negative outcomes. Both approach and avoidance motivation are relevant to a range of psychopathology, including depression. However, with some notable exceptions, avoidance processes have been underemphasized in the literature on motivational processes in depression. This review will examine the roles that approach and avoidance play in depression and will present an integrative model of approach and avoidance processes in depression. Both approach deficits and avoidance motivation are argued to play a role in limiting positive experiences and reinforcement for non-depressed behavior, contributing to the onset and maintenance of depression. In addition, avoidance processes are argued to play a role in negative information processing biases that may increase vulnerability to the onset and recurrence of depression. Lastly, avoidance processes and dysregulation in the connections between the approach and avoidance systems may contribute to depression by promoting inappropriate perseveration in the pursuit of unattainable approach goals. Theoretical rationales and empirical evidence for each of these roles are presented. Understanding the roles that both approach and avoidance play in depression may help to inform current conceptualizations of depression and improve treatment outcomes.