In this report, we present the first case of depression treated with the auditory training program Music for the Mind 2. This commercially available program combines advanced psychoacoustic techniques with the improvisational art of Ostad Elahi (1895–1974) to encourage active listening by targeting early auditory information processing (EAIP) pathways. We introduced MFM2 as add-on therapy to standard treatment over a 3-week period and administered the listening regimen (minimum 20 minutes per day) to a young Caucasian male with a first episode of major depression. We assessed the impact of MFM2 on depressive symptomatology as well as coping mechanisms and mindfulness. The results showed that by targeting EAIP pathways and thus accessing higher-order cognitive functions (e.g., active listening) recovery from depression and, conceivably, other psychiatric disorders may be accelerated. Further studies are needed to investigate the impact of auditory training, especially MFM2, on clinical outcomes, brain structure, and function. Through this case report, we introduce an innovative, safe, and effective music medicine that can enhance the lives of people with depression.