Highlights Neural Networks based approaches for Major Depressive Disorder and Bipolar Disorder Diagnosis using EEG signals: A review Sana Yasin,Syed Asad Hussain,Sinem Aslan,Imran Raza,Muhammad Muzammel,Alice Othmani • A summary of clinical background of MDD and BD, Brain structure and EEG based brain activity, • EEG experimental protocols study for mental disorders diagnosis, • An extensive study of state-of-the-art shallow and deep neural networks models for EEG based clinical depression detection, • An extensive study of neural networks based approaches for Biploar Disorder diagnosis using EEG signals, • A discussion of state-of-the-art methods limitations and giving valuable recommendations for future research arXiv:2009.13402v1 [q-bio.NC] 28 Sep 2020