Benzodiazepine (BZ or BZD) is a class of gabaminergic psychoactive chemicals used in hypnotics, sedation, in the treatment of anxiety and others CNS disorders. These drugs include alprazolam (Xanax), diazepam (Valium), clonazepam (Klonopin) and others. There are two distinct types of pharmacological binding sites for benzodiazepines in the brain (BZ1 and BZ2) and these sites are on GABA-A receptors and they are classified as short, intermediate and long-acting. Concerning the thienobenzodiazepine class (TBZ), Olanzapine (2-methyl-4-(4-methyl-l-piperazinyl)-10H-thieno[2,3-b][1,5]benzodiazepine) (Zyprexa) an atypical antipsychotic agent, structurally related to clozapine, extensively used for the treatment of schizophrenia, bipolar disorder-associated mania, and the behavioral symptoms of Alzheimer's disease, was used as an example to demonstrate the antagonism of this class of compounds for multiples receptors including: dopamine D1-D5, α-adrenoreceptor, histamine H1, muscarinic M1-M5 and 5-HT2A, 5-HT2B, 5-HT2C, 5-HT3 and 5-HT6 receptors. The functional blockade of these multiple receptors contributes to their wide range of pharmacologic and therapeutic activities, with relatively reduced side effects when compared to other antipsychotics agents, and allow us to characterize them as multi-acting-receptor-targeted-agents. This mini-review discussed about these 2 classes of drugs that act on the central nervous system, the main active compounds used and the various receptors that interact. In addition, we propose 12 olanzapine analogues and generated Random Forest models, from a data set obtained from ChEMBL database, to classify the structures as active or inactive against 5 dopamine receptors (D1, D2, D3, D4, D5 and D6) and dopamine transporter.