BACKGROUND: The exact causal mechanisms of depression remain unclear due to the complexity of the triggers, which has led to limitations in treating depression using modern drugs. High-intensity interval training (HIIT) is as effective as medication in treating depression without toxic side effects. Typically, HIIT requires less time commitment (i.e., shorter exercise duration) and exhibits pronounced benefits on depressive symptoms than other forms of physical exercise. This review summarizes the risk reduction and clinical effects of HIIT for depression and discusses the underlying mechanisms, providing a theoretical basis for utilizing HIIT in treating depression. METHODS: A database search was conducted in PubMed, Embase, Web of Science, and Scopus from inception up to October 2022. The methodological quality of the included literature was evaluated by the physiotherapy evidence database (PEDro) scale criteria. The review focused on evaluating the changes in depression risk or symptoms of HIIT interventions in healthy individuals, patients with depression, and patients with other disorders co-morbid with depression. Consequently, the mechanisms associated with depression related HIIT were summarized. RESULTS: A total of 586 participants (52 % female; mean age: 43.58±8.93 years) from 22 studies were included. Implementing HIIT using different exercise types alleviates depressive symptoms in individuals with depression and in individuals with depression who have exhibited comorbidities and reduced depression scale scores in subjects immediately after acute exercise. In addition, the long-interval HIIT and short-interval HIIT in the treatment of patients with cardiovascular or psychiatric disorders may reduce depressive symptoms via complex exercise-related changes on several levels, including by effecting the following measures: releasing monoamines, reducing neuronal death, inducing neurogenesis, modulating the functional homeostasis of the HPA axis, and enhancing the level of inflammation in the body. CONCLUSION: HIIT is a relatively safe and effective antidepressant, which may involve multiple neurobiological mechanisms (release of monoamines, reducing neuronal death, inducing neurogenesis, modulating the functional homeostasis of the HPA axis, and enhancing the level of inflammation in the body), thereby reducing the risk or symptoms of depression in participants.