Depressive disorder (a subclass of mental disorders) is characterized by persistent affective symptoms. Without timely therapeutic intervention, it leads to clinical deterioration manifested as reduced quality of life and may increase suicide risk in severe cases. Given its complex etiology, intertwined with intrinsic factors such as genetics and environment, and impacted by various issues such as first-pass effect and blood-brain barrier, the therapeutic efficacy of many antidepressant medications is limited for patients. Therefore, by delving into the exploration of novel antidepressant drugs and biomaterials, this review aims to offer fresh perspectives that may facilitate the discovery of innovative antidepressant medications and enhance their therapeutic outcomes. Notably, the review highlights polymers' crucial role in enhancing antidepressants' pharmacological efficacy and pharmacokinetic properties by optimizing their parameters, and they will undoubtedly become powerful tools in improving antidepressive outcomes in future research.