Major depressive disorder (MDD) is a serious and common psychiatric disorder that affects millions of people worldwide. The most common treatment methods for MDD are antidepressant drugs, many of which act by regulating monoamines by inhibiting pre-synaptic reuptake and/or by modulating monoamine receptors. Despite advances in antidepressants and other treatment options, therapy is often based on subjective decisions made by the physician. Moreover, it requires time to determine treatment outcome and to define whether the prescribed treatment is effective. Biomarkers may help identify individuals with MDD who are more likely to respond to specific antidepressant treatment and may thus provide more objectivity in treatment decision making. MicroRNA as biomarkers of antidepressant response has engendered substantial enthusiasm. In this review, we give a detailed overview of biomarkers, particularly the major studies that have investigated microRNA in relationship to antidepressant treatment response.