Understanding the basic biology of brain disorders, evaluating novel drug targets, and developing new treatments all largely depend on the use of animals.  In psychiatry, the reliability of methods used in animals to study diseases such as depression has been called into question and limitations associated with the current methodologies are often blamed for a lack of progress in the field.  In order to move forward, new methods to study depression-related neurobiology and antidepressant drug efficacy are required and these approaches need to demonstrate translational validity.  This review will focus on new approaches which may offer improved methods to quantify depression-related behaviours in non-human species.  In particular, recent developments in the study emotional and non-emotional cognitive impairments in depression, and models of cognitive affective biases in depression will be discussed.