Major depressive disorder is a common mental disease with unknown aetiology. Recent pre-clinical and clinical studies have suggested that the receptor tropomyosin related kinase B (TrkB) and its ligand, brain derived neurotrophic factor (BDNF), play essential roles in the pathogenesis and treatment of major depression. BDNF-TrkB pathway down-regulation may be the most important cause of major depression, while treatments that activate this pathway may improve depressive symptoms. Antidepressants, the main biological treatment for major depression, have been reported to increase central BDNF levels. However, a substantial proportion of depressed patients do not improve clinically despite appropriate antidepressant treatment and, in rare cases, antidepressants can induce or increase suicidal tendencies. In this report, several possible mechanisms relating to BDNF-TrkB signaling are proposed to account for these adverse effects of antidepressants. In addition, several strategies that may increase BDNF-TrkB signaling are proposed for the improved treatment of major depression.