Depression is a mood disorder or affective disorder disease with depression as the main symptom. It has become a kind of mental disease that cannot be ignored in the world that seriously endangers human physical and mental health. Antidepressants commonly used in clinics generally have some defects, including slow action, unremarkable effects, and large side-effects. Therefore, there has a huge developing space for the research of new and effective therapeutic drugs to supplement or replace traditional drugs. The essential oil has obvious advantages in the treatment of depression and other emotional diseases, its aromatic odor can directly stimulate the olfactory nerves, and the lipophilic small- molecular compounds can cross the blood-brain barrier easily to play its regulatory role of releasing neurotransmitters and hormones related to depression, or adjusting the expression of brain-derived neurotrophic factor and proinflammatory cytokines. The pathogenesis of depression and the problems in traditional medication were illustrated, the research on the antidepressant effects and mechanism of essential oils in recent years is summarized, and the antidepressant chemical components in plant essential oils are reviewed in this article. The article provides scientific basis for an essential oil to be a new choice for relieving depression and treating depression.