Major depression represents a complex and prevalent psychological disease that is characterized by persistent depressed mood, impaired cognitive function and complicated pathophysiological and neuroendocrine alterations. Despite the multifactorial etiology of depression, one of the most recent factors to be identified as playing a critical role in the development of depression is blood-brain barrier (BBB) disruption. The occurrence of BBB integrity disruption contributes to the disturbance of brain homeostasis and leads to complications of neurological diseases, such as stroke, chronic neurodegenerative disorders, neuroinflammatory disorders. Recently, BBB associated tight junction disruption has been shown to implicate in the pathophysiology of depression and contribute to increased susceptibility to depression. However, the underlying mechanisms and importance of BBB damage in depression remains largely unknown. This review highlights how BBB disruption regulates the depression process and the possible molecular mechanisms involved in development of depression-induced BBB dysfunction. Moreover, insight on promising therapeutic targets for treatment of depression with associated BBB dysfunctions are also discussed.