arXiv:2508.12022v1 Announce Type: new Abstract: Major Depressive Disorder is one of the leading causes of disability worldwide, yet its diagnosis still depends largely on subjective clinical assessments. Integrating Artificial Intelligence (AI) holds promise for developing objective, scalable, and timely diagnostic tools. In this paper, we present a comprehensive survey of state-of-the-art AI methods for depression detection and diagnosis, based on a systematic review of 55 key studies. We introduce a novel hierarchical taxonomy that structures the field by primary clinical task (diagnosis vs. prediction), data modality (text, speech, neuroimaging, multimodal), and computational model class (e.g., graph neural networks, large language models, hybrid approaches). Our in-depth analysis reveals three major trends: the predominance of graph neural networks for modeling brain connectivity, the rise of large language models for linguistic and conversational data, and an emerging focus on multimodal fusion, explainability, and algorithmic fairness. Alongside methodological insights, we provide an overview of prominent public datasets and standard evaluation metrics as a practical guide for researchers. By synthesizing current advances and highlighting open challenges, this survey offers a comprehensive roadmap for future innovation in computational psychiatry.