This review is to provide a comprehensive assessment of the current knowledge and future directions in BDNF-associated research in the central nervous system (CNS), with an emphasis on the physiological and pathological functions of BDNF as well as its potential treatment effects in CNS diseases, including depression, Alzheimer’s disease, Parkinson’s disease, Huntington’s disease, amyotrophic lateral sclerosis, multiple sclerosis, and cerebral ischemic stroke. This evidence concerns the gene BDNF and depressive disorder.