Major depressive disorder (MDD) is a common neuropsychiatric challenge that primarily targets young females. MDD as a global disorder has a multifactorial etiology related to the environment and genetic background. A balanced gut microbiota is one of the most important environmental factors involved in human physiological health. The interaction of gut microbiota components and metabolic products with the hypothalamic-pituitary-adrenal system and immune mediators can reverse depression phenotypes in vulnerable individuals. Therefore, abnormalities in the quantitative and qualitative structure of the gut microbiota may lead to the progression of MDD. In this review, we have presented an overview of the bidirectional relationship between gut microbiota and MDD, and the effect of pre-treatments and microbiomebased approaches, such as probiotics, prebiotics, synbiotics, fecal microbiota transplantation, and a new generation of microbial alternatives, on the improvement of unstable clinical conditions caused by MDD.