One very promising hypothesis of Major Depressive Disorder (MDD) pathogenesis is the gut-brain axis (GBA) dysfunction, which can lead to subclinical inflammation, hypothalamic-pituitary (HPA) axis dysregulation, and altered neural, metabolic and endocrine pathways. One of the most important parts of GBA is gut microbiota, which was shown to regulate different functions in the central nervous system (CNS). The purpose of this scoping review was to present the current state of research on the relationship between MDD and gut microbiota and extract causal relationships. Further, we presented the relationship between the use of probiotics and antidepressants, and the microbiota changes. We evaluated the data from 27 studies aimed to investigate microbial fingerprints associated with depression phenotype. We abstracted data from 16 and 11 observational and clinical studies, respectively; the latter was divided into trials evaluating the effects of psychiatric treatment (n = 3) and probiotic intervention (n = 9) on the microbiome composition and function. In total, the data of 1187 individuals from observational studies were assessed. In clinical studies, there were 490 individuals analysed. In probiotic studies, 220 and 218 patients with MDD received the intervention and non-active study comparator, respectively. It was concluded that in MDD, the microbiota is altered. Although the mechanism of this relationship is unknown, we hypothesise that the taxonomic changes observed in patients with MDD are associated with bacterial proinflammatory activity, reduced Schort Chain Fatty Acids (SCFAs) production, impaired intestinal barrier integrity and neurotransmitter production, impaired carbohydrates, tryptophane and glutamate metabolic pathways. However, only in few publications this effect was confirmed by metagenomic, metabolomic analysis, or by assessment of immunological parameters or intestinal permeability markers. Future research requires standardisation process starting from patient selection, material collection, DNA sequencing, and bioinformatic analysis. We did not observe whether antidepressive medications influence on gut microbiota, but the use of psychobiotics in patients with MDD has great prospects; however, this procedure requires also standardisation and thorough mechanistic research. The microbiota should be treated as an environmental element, which considers the aetiopathogenesis of the disease and provides new possibilities for monitoring and treating patients with MDD.