Depressive disorders involve persistent low mood and cognitive impairment, influenced by genetic, environmental, and neurobiological factors, with Brain-Derived Neurotrophic Factor (BDNF) playing a key role in neuronal survival, plasticity, and neurogenesis. Low BDNF levels—especially in the hippocampus and prefrontal cortex—are linked to impaired neuroplasticity and can be worsened by chronic stress, leading to hippocampal atrophy and disrupted neurotransmission. BDNF acts via TrkB receptors to activate MAPK/ERK and PI3K/Akt pathways, with regional effects: hippocampal upregulation tends to reduce depression, while reward pathway upregulation can worsen symptoms. Current treatments like SSRIs and ketamine help restore BDNF, while emerging therapies—such as TrkB agonists, epigenetic modifiers, and ampakines—aim for more targeted activation. Challenges include crossing the blood-brain barrier, addressing the Val66Met polymorphism, and interpreting peripheral BDNF levels, which may not reflect central activity. Future strategies may focus on personalized medicine, circuit-specific targeting, and combining pharmacology with exercise, psychotherapy, and nutrition to enhance neuroplasticity and achieve sustained remission.