<p>Alcohol Use Disorder (AUD) and Major Depressive Disorder (MDD) are two highly prevalent psychiatric disorders with a high comorbidity rate, which is significantly higher rate than other combinations of mental disorders and substance use disorders. This comorbidity not only imposes a substantial disease burden on individuals but also significantly complicates clinical management, leading to more severe functional impairment, reduced treatment adherence, and increased resistance to monotherapy. AUD diagnosis varies by diagnostic system: DSM-V integrates alcohol dependence and abuse into 11 criteria with severity grading, while ICD-11 retains two subtypes and shows higher diagnostic rates for dependence. MDD, the depressive subtype with the highest AUD comorbidity rate, must be distinguished from alcohol-induced depression. Underlying mechanisms of this comorbidity involve bidirectional pathways as well as core pathophysiological processes including abnormal reward sensitivity, neurotrophic-inflammatory imbalance, dysregulation of neurotransmitter systems and the hypothalamic-pituitary-adrenal (HPA) axis, gut-brain axis disruption, and shared risk factors. Therapeutic strategies encompass multiple modalities: pharmacological interventions include selective serotonin reuptake inhibitors (SSRIs) combined with AUD-targeted therapies, as well as emerging agents like extended-release trazodone and ketamine; psychosocial interventions are dominated by cognitive behavioral therapy (CBT); physical therapies such as repetitive transcranial magnetic stimulation (rTMS) and gut-brain axis-targeted therapies also show therapeutic potential. Notably, integrated treatment models that simultaneously address both disorders have been proven to outperform sequential or parallel approaches. This review systematically synthesizes the latest evidence on the diagnosis, underlying mechanisms, and therapeutic strategies of AUD-MDD comorbidity, aiming to provide evidence-based references for clinical management.</p>