Depression is a highly prevalent psychological disorder characterized by persistent dysphoria, psychomotor retardation, insomnia, anhedonia, suicidal ideation, and a remarkable decrease in overall well-being. Despite the prevalence of accessible antidepressant therapies, many individuals do not achieve substantial improvement. Understanding the multifactorial pathophysiology and the heterogeneous nature of the disorder could lead the way toward better outcomes. Recent findings have elucidated the substantial impact of compromised blood-brain barrier (BBB) integrity on the manifestation of depression. BBB functions as an indispensable defense mechanism, tightly overseeing the transport of molecules from the periphery to preserve the integrity of the brain parenchyma. The dysfunction of the BBB has been implicated in a multitude of neurological disorders, and its disruption and consequent brain alterations could potentially serve as important factors in the pathogenesis and progression of depression. In this review, we extensively examine the pathophysiological relevance of the BBB and delve into the specific modifications of its components that underlie the complexities of depression. A particular focus has been placed on examining the effects of peripheral inflammation on the BBB in depression and elucidating the intricate interactions between the gut, BBB, and brain. Furthermore, this review encompasses significant updates on the assessment of BBB integrity and permeability, providing a comprehensive overview of the topic. Finally, we outline the therapeutic relevance and strategies based on BBB in depression, including COVID-19-associated BBB disruption and neuropsychiatric implications. Understanding the comprehensive pathogenic cascade of depression is crucial for shaping the trajectory of future research endeavors.