Antidepressants usually require 2-8 weeks after drug administration to obtain a clinical response. In contrast, three fast-acting antidepressant treatments (sleep deprivation, electroconvulsive therapy, and ketamine) significantly reduced depressive symptoms within hours to days in a subgroup of patients with depressive disorder. This review addresses the mechanisms underlying these fast effects, with specific focus on treatment effects on circadian rhythms. Numerous recent studies have shown that circadian dysregulation may play an important role in the pathogenesis of mood disorders. These studies indicate that a common therapeutic mechanism underlying the three fast antidepressant therapies is related to circadian rhythm. Evidence suggests that depressive disorder is associated with circadian rhythm delay and that the mechanism of the antidepressant effect is a process in which the delayed circadian rhythm is restored to normal by the treatment.