Glial cell line-derived neurotrophic factor (GDNF) is widely recognized as a survival factor for dopaminergic neurons, but GDNF has also been shown to promote development, differentiation, and protection of other central nervous system neurons and was thought to play an important role in various neuropsychiatric disorders. Severe mood disorders, such as primarily major depressive disorder and bipolar affective disorder, attract particular attention. These psychopathologies are characterized by structural alterations accompanied by the dysregulation of neuroprotective and neurotrophic signaling mechanisms required for the maturation, growth, and survival of neurons and glia. The main objective of this review is to summarize the recent findings and evaluate the potential role of GDNF in the pathogenesis and treatment of mood disorders. Specifically, it describes (1) the implication of GDNF in the mechanism of depression and in the effect of antidepressant drugs and mood stabilizers and (2) the interrelation between GDNF and brain neurotransmitters, playing a key role in the pathogenesis of depression. This review provides converging lines of evidence that (1) brain GDNF contributes to the mechanism underlying depressive disorders and the effect of antidepressants and mood stabilizers and (2) there is a cross-talk between GDNF and neurotransmitters representing a feedback system: GDNF-neurotransmitters and neurotransmitters-GDNF.