Background and Aims: To review published studies on the effectiveness of combining cognitive-behavioural therapy (CBT) and motivational interviewing (MI) to treat comorbid clinical and subclinical alcohol use disorder (AUD) and major depression (MDD) and estimate the effect of this compared with usual care. Methods: We conducted systematic literature searches in PubMed, PsycINFO and Embase up to June 2013 and identified additional studies through cross-references in included studies and systematic reviews. Twelve studies comprising 1721 patients met our inclusion criteria. The studies had sufficient statistical power to detect small effect sizes. Results: CBT/MI proved effective for treating subclinical and clinical AUD and MDD compared with controls, with small overall effect sizes at post-treatment [g=0.17, confidence interval (CI)=0.07-0.28, P<0.001 for decrease of alcohol consumption and g=0.27, CI: 0.13-0.41, P<0.001 for decrease of symptoms of depression, respectively]. Subgroup analyses revealed no significant differences for both AUD and MDD. However, digital interventions showed a higher effect size for depression than face-to-face interventions (g=0.73 and g=0.23, respectively, P=0.030). Conclusions: Combined cognitive-behavioural therapy and motivational interviewing for clinical or subclinical depressive and alcohol use disorders has a small but clinically significant effect in treatment outcomes compared with treatment as usual. © 2013 The Authors.