Depression is a chronic, recurring and potentially life-threatening illness that affects up to 20% of the population across the world. Despite its prevalence and considerable impact on human, little is known about its pathogenesis. One of the major reasons is the restricted availability of validated animal models due to the absence of consensus on the pathology and etiology of depression. Besides, some core symptoms such as depressed mood, feeling of worthlessness, and recurring thoughts of death or suicide, are impossible to be modeled on laboratory animals. Currently, the criteria for identifying animal models of depression rely on either of the 2 principles: actions of known antidepressants and responses to stress. This review mainly focuses on the most widely used animal models of depression, including learned helplessness, chronic mild stress, and social defeat paradigms. Also, the behavioral tests for screening antidepressants, such as forced swimming test and tail suspension test, are also discussed. The advantages and major drawbacks of each model are evaluated. In prospective, new techniques that will be beneficial for developing novel animal models or detecting depression are discussed.