Major Depressive Disorder (MDD) is prevalent in patients with advanced cancer, and can have a negative impact on patients' quality of life. Available antidepressants, often have delayed benefits of several weeks, and therefore are of limited utility in the palliative care setting. Psychostimulants provide more rapid onset of action, but frequently require dose escalation because of problems with tolerance. There is a growing body of evidence that N-methyl-D-aspartate (NMDA) receptor antagonists, such as ketamine, signficantly and rapidly improve depressive symptoms in treatment resistant depression. However, studies conducted to date have not included advanced cancer patients. We report on a case where intravenous ketamine 'bursts' (0.5 mg/kg infused over 60 minutes) were used to treat an intractable MDD in a patient with metastatic prostate cancer. Initial positive response was not sustained, and response to a repeat treatment was even more transient. Adverse effects were mild and self-limiting. We conclude that a well-designed, randomized study of IV ketamine "bursts" in cancer patients suffering from depression is needed to further establish the role and appropriate dosing of ketamine in this patient population. Given that ketamine can be used as an adjuvant for difficult pain syndromes in cancer patients, it would be of interest to assess its impact on the mood in patients receiving this treatment for pain.