Non-pharmacological interventions, including cognitive-behavioral therapy (CBT), non-invasive brain stimulation (NIBS), electroconvulsive therapy (ECT), light therapy (LT), and physical rehabilitation/exercise, have shown promise as effective approaches to treat symptoms of depression and anxiety in individuals with Parkinson's disease (PD). In this narrative literature overview, we discuss the state-of-the-art regarding these treatment options and address future perspectives for clinical practice and research. Non-pharmacological interventions hold promise to treat depression and anxiety in PD. There is meta-analytic evidence for the efficacy of CBT, NIBS, ECT, LT, and exercise on improving depressive symptoms. For the treatment of anxiety symptoms, CBT shows large effects but scientific evidence of other non-pharmacological interventions is limited. Importantly, these treatments are safe interventions with no or mild side-effects. More research is needed to tailor treatment to the individuals' needs and combined interventions may provide synergistic effects.We conclude that non-pharmacological interventions should be considered as alternative or augmentative treatments to pharmacological and neurosurgical approaches for the treatment of depression and anxiety in individuals with PD.