Invasive vagus nerve stimulation has been demonstrated to be an effective treatment in major depressive episodes. Recently, a novel non-invasive method of stimulating the vagus nerve on the outer canal of the ear has been proposed. In healthy subjects, a prominent fMRI BOLD signal deactivation in the limbic system was found. The present pilot study investigates the effects of this novel technique of auricular transcutaneous electric nerve stimulation in depressed patients for the first time. A total of 37 patients suffering from major depression were included in two randomized sham controlled add-on studies. Patients were stimulated five times a week on a daily basis for the duration of 2 weeks. On days 0 and 14, the Hamilton Depression Rating Scale (HAMD) and the Beck Depression Inventory (BDI) were assessed. In contrast to sham-treated patients, electrically stimulated persons showed a significantly better outcome in the BDI. Mean decrease in the active treatment group was 12.6 (SD 6.0) points compared to 4.4 (SD 9.9) points in the sham group. HAMD score did not change significantly in the two groups. An antidepressant effect of a new transcutaneous auricular nerve stimulation technique has been shown for the first time in this controlled pilot study. Regarding the limitations of psychometric testing, the risk of unblinding for technical reasons, and the small sample size, further studies are necessary to confirm the present results and verify the practicability of tVNS in clinical fields.