The gut microbiota are being called the human "second brain," as they play a key role in the regulation of the central nervous system (CNS). Recent findings provide strong evidence for the presence of bidirectional communication networks between the gut microbiota and the CNS, and such crosstalk has been correlated with alterations in major depressive disorder (MDD) and other psychiatric disorders. Further, germ-free animal models have been used to investigate the effect of the microbiota on MDD and other psychiatric disorders, which have greatly expanded our knowledge of the role of the microbiota in the etiology of MDD and promoted causality studies of this psychiatric disorder and others as well. In this review, we first introduce the methodological approaches used for microbiota research and then provide an overview of current research progress on the modulatory function and composition of the gut microbiota in MDD and the therapeutic effect of probiotics that has been gained using data from human studies as well as animal experiments. Future research should focus on identification and characterization of specific bacterial strains involved in MDD with the hope of applying these findings in the prevention and treatment of MDD.