Depression is one of the most common affective mental disorders, with over 400 million people worldwide suffering from depression. Early prediction and effective treatment of depression are crucial for the prognosis of the disease. MicroRNAs (miRNAs), being the most widely studied class of non-coding RNAs, are involved in various mechanisms related to the pathogenesis of depression and are considered potential biomarkers for the condition. This article summarizes research on the role of miRNAs as early diagnostic markers and potential therapeutic targets across different types of depression, revealing their potential clinical significance in depression. It also presents reflections on the current state of research, aiming to provide references for antidepressant therapy.