Depression is one of the most prevalent and life-threatening forms of mental illnesses and the neural circuitry underlying depression remains incompletely understood. Most attention in the field has focused on hippocampal and frontal cortical regions for their roles in depression and antidepressant action. While these regions no doubt play important roles in the mental illness, there is compelling evidence that other brain regions are also involved. Brain-derived neurotrophic factor (BDNF) is broadly expressed in the developing and adult mammalian brain and has been implicated in development, neural regeneration, synaptic transmission, synaptic plasticity and neurogenesis. Recently BDNF has been shown to play an important role in the pathophysiology of depression, however there are controversial reports about the effects of BDNF on depression. Here, we present an overview of the current knowledge concerning BDNF actions and associated intracellular signaling in hippocampus, prefrontal cortex, nucleus accumbens (NAc) and amygdala as their relation to depression.