This review highlighted the implication of neurotrophic factors in depression, with a focus on the brain-derived neurotrophic factor (BDNF), glial cell line-derived neurotrophic factor (GDNF), vascular endothelial growth factor (VEGF), and nerve growth factor (NGF), and detailed the antidepressant activities of various phytochemicals targeting neurotrophic factors. Here, VEGFA is linked to major depressive disorder.