Major depression is a recurrent and debilitating mental disorder with a lifetime prevalence of up to 20% in the general population, among the highest for psychiatric disorders. Its diagnosis is based upon the presence of persisting affective, cognitive and behavioural symptoms, with a depressive episode requiring at least five of these symptoms during a period of at least two weeks. When considering the biological mechanisms that underpin depression, the most conclusive findings include deficits in the serotonergic (5-HT) neurotransmission, alterations in the expression of BDNF, deficient immune activation and neuroinflammation, and dysregulation of the hypothalamic-pituitary-adrenal (HPA) axis. Thus, understanding the pathophysiological mechanisms of MDD has widespread implications for the development of novel treatment and prevention strategies. However, despite advancements in the development of novel therapeutics, current treatment options have not reached optimal efficacy. Treatment resistant depression occurs in up to 40% of patients and standard antidepressant medication has a variety of undesirable side effects such as sedation, decrease of blood pressure, increase of weight, indigestion or sexual dysfunction. This often results in patients' poor compliance resulting in a break-up of medication with recurrence of depressive symptoms and increased suicidal risk. As there is an unmet need to develop safer and more effective treatments in depression, a major topic of future psychiatric care is to focus on different possible physiologically relevant mechanisms in order to establish alternative, causative and easy available treatment strategies.