Major depressive disorder is characterized by cellular and molecular alterations resulting in the depressive behavioral phenotypes. Preclinical and clinical studies have demonstrated the deficits, including cell atrophy and loss, in limbic and cortical regions of patients with depression, which is restored with antidepressants by reestablishing proper molecular changes. These findings have implicated the involvement of relevant intracellular signaling pathways in the pathogenetic and therapeutic mechanisms of depressive disorders. This review summarizes the current knowledge of the signal transduction mechanisms related to depressive disorders, including cyclic-AMP, mitogen-activated protein kinase, Akt, and protein translation initiation signaling cascades. Understanding molecular components of signaling pathways regulating neurobiology of depressive disorders may provide the novel targets for the development of more efficacious treatment modalities.