To optimize the antidepressant efficacy of repetitive transcranial magnetic stimulation (rTMS), it is important to examine the impact of brain state during therapeutic rTMS. Evidence suggests that brain state can modulate the brain’s response to stimulation, potentially diminishing antidepressant efficacy if left uncontrolled or enhancing it with inexpensive psychological or other non-pharmacological methods. Thus, we conducted a PRISMA-ScR-based scoping review to pool studies administering rTMS with psychological and other non-pharmacological methods. PubMed and Web of Science databases were searched from inception to 10 July 2024. Inclusion criteria: neuropsychiatric patients underwent rTMS; studies assessed depressive symptom severity; non-pharmacological tasks or interventions were administered during rTMS, or did not include a wash-out period. Of 8,442 studies, 20 combined rTMS with aerobic exercise, bright light therapy, cognitive training or reactivation, psychotherapy, sleep deprivation, or a psychophysical task. Meta-analyses using random effects models were conducted based on change scores on standardized scales. The effect size was large and therapeutic for uncontrolled pretest-posttest comparisons (17 studies, Hedges’ g = −1.91, (standard error) SE = 0.45, 95% (confidence interval) CI = −2.80 to −1.03, p < 0.01); medium when studies compared active combinations with sham rTMS plus active non-pharmacological methods (8 studies, g = −0.55, SE = 0.14, 95% CI = −0.82 to −0.28, p < 0.01); and non-significant when active combinations were compared with active rTMS plus sham psychological methods (4 studies, p = 0.96). Attempts to administer rTMS with non-pharmacological methods show promise but have not yet outperformed rTMS alone.