Major depressive disorder (MDD) is a multifactorial chronic and debilitating mood disease with high lifetime prevalence and associated with excess mortality. Treatments for this disease are not effective in all patients showing the need to find new therapeutic targets. This review aims to update our knowledge on the involvement of astroglial gap junctions and hemichannels in MDD and to show how they have become potential targets for the treatment of this pathology. The method applied in this review includes a systematic compilation of the relevant literature. The use of rodent models of depression, gene analysis of hippocampal tissues of MDD patients and post-mortem studies on the brains from MDD patients suggest that astrocytic gap junction dysfunction may be a part of MDD etiologies. Chronic antidepressant treatments of rats, rat cultured cortical astrocytes and human astrocytoma cell lines support the hypothesis that the up-regulation of gap junctional coupling between astrocytes could be an underlying mechanism for the therapeutic effect of antidepressants. However, two recent functional studies suggest that connexin43 hemichannel activity is a part of several antidepressants' mode of action and that astrocyte gap junctional intercellular communication and hemichannels exert different effects on antidepressant drug response. Even if they emerge as new therapeutic targets for new and more active treatments, further studies are needed to decipher the sophisticated and respective role of astrocytic gap junctions and hemichannels in MDD.