Review: This narrative review presents the current evidence on MDD and perinatal depression treatment response biomarkers, including brain-derived neurotrophic factor (BDNF), S100 calcium-binding protein B (S100B), electroencephalography, event-related potentials, metabolomics, hypothalamic–pituitary–adrenal axis hormones, neuroimaging markers, inflammatory markers, and neuroactive steroids. Here, BDNF is linked to perinatal asphyxia.