Depression is a serious widespread psychiatric disorder that affects approximately 17% of people all over the world. Exploring the neurological mechanisms of the antidepressant activity of plant-derived agents could have a crucial role in developing natural drugs for the management of depression. The aim of the present study is to review the neurological mechanisms of action of antidepressant plants and their constituents. For this purpose, electronic databases, including PubMed, Science Direct, Scopus, and Cochrane Library, were searched from 1966 to October 2013. The results showed that several molecular mechanisms could be proposed for the antidepressant activity of medicinal plants and their constituents. Hypericum species could normalize brain serotonin level. Liquiritin and isoliquiritin from Glycyrrhiza uralensis rhizome act via the noradrenergic system. Rosmarinus officinalis and curcumin from Curcuma longa interact with D1 and D2 receptors as well as elevate the brain dopamine level. Sida tiagii and Aloysia gratissima involve γ-aminobutyric acid and N-methyl-D-aspartate receptors, respectively. Fuzi polysaccharide-1 from Aconitum carmichaeli could affect brain-derived neurotrophic factor signaling pathways. Psoralidin from Psoralea corylifolia seed modulate the hypothalamic-pituitary-adrenal axis. The total glycosides of Paeonia lactiflora demonstrate an inhibitory effect on both subtypes of monoamine oxidase. 3,6'-Di-o-sinapoyl-sucrose and tenuifoliside A from Polygala tenuifolia exhibit cytoprotective effects on neuronal cells. Further preclinical and clinical trials evaluating their safety, bioefficacy, and bioavailability are suggested to prove the valuable role of natural drugs in the management of depressive disorders.