Depression is a mental disorder characterized by biological and psychosocial diversity, hindering the identification of effective diagnostic biomarkers. Brain-derived neurotrophic factor (BDNF), a neurotrophic factor, has garnered attention recently, with its blood levels, genetic polymorphisms, and cerebrospinal fluid concentrations correlating with depression severity and treatment response. In particular, changes in the mBDNF/proBDNF ratio, p75NTR, and tropomyosin receptor kinase B concentrations have been suggested to be associated with neuroplasticity. The Val66Met polymorphism and epigenetic changes in the BDNF gene may also influence treatment responsiveness. Standardization of measurement methods, artificial intelligence analysis, and multifactorial integration are expected to facilitate the application of personalized medicine for depression treatment in the future.