Depression is a mental disorder that affects not only the thoughts but also the body and behavior of the person suffering from it. Depression detection, as of today, is limited to analysis of the patient by the psychologist, which is prone to subjective bias. Although depression is a mental disorder, it affects various physical attributes like eye movements, voice modulation, urine, saliva, etc. These effects, if observed and analyzed, can be used for designing tests wherein the physiological parameters are observed and depression is detected objectively, thus reducing the burden on psychologists. This paper gives a systematic review of the studies undertaken for analyzing the effects of depression on different physical attributes.