In recent years the interest in automatic depression detection has grown within medical and scientific-technical communities. Depression is one of the most widespread mental illnesses that affects human life. In this review we present and analyze the latest researches devoted to depression detection. Basic notions related to the definition of depression were specified, the review includes both unimodal and multimodal corpora containing records of informants diagnosed with depression and control groups of non-depressed people. Theoretical and practical researches which present automated systems for depression detection were reviewed. The last ones include unimodal as well as multimodal systems. A part of reviewed systems addresses the challenge of regressive classification predicting the degree of depression severity (non-depressed, mild, moderate and severe), and another part solves a problem of binary classification predicting the presence of depression (if a person is depressed or not). An original classification of methods for computing of informative features for three communicative modalities (audio, video, text information) is presented. New methods for depression detection in every modality and all modalities in total are defined. The most popular methods for depression detection in reviewed studies are neural networks. The survey has shown that the main features of depression are psychomotor retardation that affects all communicative modalities and strong correlation with affective values of valency, activation and domination, also there has been observed an inverse correlation between depression and aggression. Discovered correlations confirm interrelation of affective disorders and human emotional states. The trend observed in many reviewed papers is that combining modalities improves the results of depression detection systems.