In this literature review, we consider pharmacological studies in the aspect of functioning of cerebral neurochemical systems and their role in the development of depression and mechanisms of antidepressant action. The following sections of the review are devoted to the above issues: adrenoreceptors, serotonin transporter protein, dopamine transporter protein, monoamine oxidase A, catechol-O-methyltransferase, brain-derived neurotrophic factor, the hypothalamic—pituitary—adrenal system, G-proteins, the glutamatergic system.