In this literature review, main focus has been given on yoga and its impact in treating the problem of depression and anxiety. It can be seen that different poses of yoga are adopted by modern practitioners in order to treat patients’ suffering from intense anxiety. However, different guidelines of practising yoga need to be remembered for gaining the desired objectives. In this review, history of yoga is discussed and concept of yoga is described. A brief discussion is done about depression and anxiety. Different factors that cause depression are discussed in this study. On another hand, different asanas of yoga are also briefed in this section of literature review. Different guidelines that need to be considered during performance of yoga are also described in this review. On another hand, related theories with the topic are briefed in detail.