Major depressive disorder (MDD) is a common illness representing a social problem worldwide, that is predicted to become the second cause of disability in 2020 by the World Health Organization (WHO), with a heavy economic burden for the western societies. The discovery of the first-generation antidepressants, i.e., monoamine oxidase inhibitors (MAOIs), tricyclic antidepressants (TCAs), followed by selective serotonin reuptake inhibitors (SSRIs), dual-acting serotonin/norepinephrine reuptake inhibitors (SNRIs) and a few others, improved significantly the treatment and the prognosis of MDD, besides promoting the investigation of its possible biological mechanisms. However, the long latency of therapeutic effect, the presence of relevant side effects and the treatment’s resistance are still major problems in MDD management. For those reasons, the pharmacological treatment of MDD is still far from being satisfactory, without any significant paradigm shifts in the psychopharmacology of MDD occurring in the last decades. More recently, other mechanisms, besides monoamines’ modulation, have been explored in the attempt to discover novel and effective antidepressants. To date, a number of novel compounds acting on neuropeptide receptors have been developed and tested in both animals and humans with different results. In this chapter, we will provide a short overview of the main neuropeptides, from their biochemical and molecular characteristics to preclinical and clinical evidence in MDD.