- Background: Dorsolateral prefrontal cortex (DLPFC) is critically involved in mood and alcohol use disorders. Objective: We aimed to investigate the safety of intervention with add-on bilateral prefrontal high-frequency deep transcranial magnetic stimulation (dTMS) and between-group differences in treatment response in patients with different types of depressive episodes, including major depressive episodes in the course of major depressive disorder (MDD), bipolar disorder, type I (BD-I), and MDD with alcohol use disorder (MDAUD). Methods: We conducted a 6-month open-label study, involving 82 patients with DSM-5 Depressive Episode. Of these, 41 had diagnosis of MDD, 20 BD-I, and 21 MDAUD. All patients received standard drug treatment and add-on dTMS over the bilateral DLPFC with left prevalence for four weeks, with five sessions in each week. We rated mood state with the Hamilton Depression Rating Scale (HDRS) at baseline, one-month, and six-month follow-up visits. Results: Mean total HDRS scores dropped from 22.8 (SD = 5.9) at baseline to 10.4 (SD = 3.6) at 1 month, to 10.0 (SD = 4.5) at 6 months, while response/remission were 70.73% (N = 58) and 19.51% (N = 16) at 1 month and 76.83% (N = 63) and 32.93% (27) at 6 months, respectively, with no between-group differences. No patient experienced any side effects. Conclusions: High-frequency DLPFC dTMS was well tolerated and did not significantly differ on improvement of depression in MDD, BD-I, and MDAUD.