Objective To discuss the therapeutic effect and mechanism of warming needling technique for the treatment of depression. Methods A total of 60 patients with depression were randomly divided into treatment group and control group with 30 cases each. The treatment group was treated with warming needle technique on the Jiaji points of the heart, lung, liver, spleen and kidney, control group with Amitriptyline, HAMD scale and the qualitative change of EEG-α wave were observed before and after the treatment. Results The total effective rate of treatment group was 100%, much better than that of the control group with 80% (P<0.05); the HAMD scale of treatment group was better than that of control group (P<0.05); the comparison of the improvement of somatic symptoms between treatment group and control group was significant (P<0.05); the comparison of frequency and amplitude of EEG-α wave was significant (P<0.05), there was no toxic and side effect in the treatment group. Conclusion Warming needling technique for depression has better effect than Amitriptyline, and there was no toxic and side effect in the treatment group. Warming needle technique can effectively regulate the frequency and amplitude EEG-α wave, and acts to improve depressive condition.