This narrative review synthesizes current evidence on key salivary biomarkers, cortisol, alpha-amylase (sAA), secretory immunoglobulin A (sIgA), chromogranin A (CgA), interleukin-6 (IL-6), tumor necrosis factor-alpha (TNF-α), C-reactive protein (CRP), brain-derived neurotrophic factor (BDNF), and salivary microRNAs (miRNAs), in relation to anxiety, depression, and stress. This evidence concerns the gene TNF and depressive disorder.