Depression, a severe psychiatric disorder, has been studied for decades, but the underlying mechanisms still remain largely unknown. Depression is closely associated with alterations in dendritic spine morphology and spine density. Therefore, understanding dendritic spines is vital for uncovering the mechanisms underlying depression. Several chronic stress models, including chronic restraint stress (CRS), chronic unpredictable mild stress (CUMS), and chronic social defeat stress (CSDS), have been used to recapitulate depression-like behaviors in rodents and study the underlying mechanisms. In comparison with CRS, CUMS overcomes the stress habituation and has been widely used to model depression-like behaviors. CSDS is one of the most frequently used models for depression, but it is limited to the study of male mice. Generally, chronic stress causes dendritic atrophy and spine loss in the neurons of the hippocampus and prefrontal cortex. Meanwhile, neurons of the amygdala and nucleus accumbens exhibit an increase in spine density. These alterations induced by chronic stress are often accompanied by depression-like behaviors. However, the underlying mechanisms are poorly understood. This review summarizes our current understanding of the chronic stress-induced remodeling of dendritic spines in the hippocampus, prefrontal cortex, orbitofrontal cortex, amygdala, and nucleus accumbens and also discusses the putative underlying mechanisms.