Inclusion Criteria:  Aged 16 years and above. There is no maximum age limit. Diagnosis of current Major Depressive Episode (MDE). This will be confirmed using the research version of the Structured Clinical Interview for DSM-5 (SCID-5-RV) at baseline. A Score of ≥10 to 19 on 9-item self-rated Personal Health Questionnaire (PHQ-9). Have either been offered the option of antidepressant medication or have been prescribed antidepressant medication for a minimum of 6 weeks in the last 3 months. Capable of giving oral and written informed consent to the study. Agrees to return Alpha-Stim equipment at the end of the study and not to purchase this equipment privately during the study.  Exclusion Criteria:  A score of ≥20 on the PHQ-9. Neurological conditions e.g. brain neoplasm, cerebrovascular events, epilepsy, neurodegenerative disorders, and prior brain surgery Requires urgent clinical care such as having persistent suicidal ideation, self-harm or suicidal intent. Known to be pregnant. Implantation with a pace maker, cochlear implant or an implantable cardioverter device (ICD). Major unstable medical illness requiring further investigation or treatment. A diagnosis of current substance use disorder or dependence, dementia, eating disorder, bipolar disorder or non-affective psychosis because the use of CES treatment would otherwise require additional supervision or is associated with additional risk e.g. of mania in bipolar disorder. Determination of these conditions will be confirmed using a diagnostic clinical interview (SCID-5-RV). Completed and benefitted from/responded to psychological treatment for depression in the last 3 months or planning to commence psychological treatment in the next 6 months. Involved with any other clinical trial at the time of consent or 6 months prior.