Depression is a major mental disease that is ranked as the fourth leading cause of disability. In order to avoid unwanted adverse reactions, as well as improve efficacy, current researches are seeking alternatives to conventional antidepressants. Phytochemicals provide an extensive research area in antidepressant therapies. The aim of the present study is to comprehensively review neurological evidences demonstrating the efficacy of phytochemicals in depression. For this purpose, electronic databases were searched to collect all data on the antidepressant mechanisms of phytochemicals from 1966 up to 2015. Plant metabolites from different categories including polyphenols (flavonoids, phenolic acids, lignanes, coumarins), alkaloids, terpenes and terpenoids, saponins and sapogenins, amines, and carbohydrates were found to possess antidepressant activity. Naringenin, quercetin derivatives, eugenol, piperine, diterpene alkaloids, berberine, hyperforin, riparin derivatives, ginsenosides, as well as β-carboline alkaloids are among the most relevant ones. Naringenin has represented its antidepressant effect by elevation of serotonin (5-HT), norepinephrine, brain-derived neurotrophic factor (BDNF), and glucocorticoid receptors. Piperine demonstrated inhibition of monoamine oxidase enzymes, elevation of brain 5-HT and BDNF levels, and modulation of the hypothalamus-pituitary-adrenal axis. The serotonergic, noradrenergic, and dopaminergic effect of berberine has been proven in several studies. Quercetin derivatives have revealed antidepressant potential via elevating pro-opiomelanocortin and neuroprotective properties, as well as reduction of proinflammatory cytokines. Assessing the structure-activity relationship of highly potent antidepressant phytochemicals is suggested to find future natural, semisynthetic, or synthetic antidepressants. Further clinical studies are also necessary for confirmation of natural antidepressant efficacy and completion of their safety profile.