Depression is a very common and wide-spread disease from which both men and women are affected, regardless of age. A lot of money is invested in the research of this disease to develop efficient treatments. Due to the complexity of the disease, there are many different hypothesis trying to explain the mechanisms of depression: one of the main is the “monoamine hypothesis”, supposing that the main cause of depression is the decreased amount and activity of monoamines in specific brain regions, in particular the hippocampus, amygdala and prefrontal cortex. Changes in one of these regions can affect the development of disease as well as its treatment. There are also theories about brain-derived neurotrophic factor (BDNF). However, its role in the disease is still under investigation. Furthermore, cytokines are also included in one of the theories, connecting depression and immunology. Neuroendocrine interactions in which cortisol plays an important role are also involved in depression. The recent theories include the interplay between genetics and epigenetics, i.e. environmental factors, as crucial for disease development.