Depression, a well-known mental disorder, has global prevalence, affecting nearly 17% of the population. Due to various limitations of the currently available drugs, people have been adopting traditional herbal medicines to alleviate the symptoms of depression. It is notable to mention that natural products, their derivatives, and their analogs are the main sources for new drug candidates of depression. The mechanisms include interplay with γ-aminobutyric acid (GABA) receptors, serotonergic, dopaminergic noradrenergic systems, and elevation of BDNF levels. The focus of this article is to review the role of signalling molecules in depression and highlight the use of plant-derived natural compounds to counter CNS depression.