Brain-derived neurotrophic factor (BDNF) is a neurotrophin that is vital to the survival, growth, and maintenance of neurons in key brain circuits involved in emotional and cognitive function. Convergent evidence indicates that neuroplastic mechanisms involving BDNF are deleteriously altered in major depressive disorder (MDD) and animal models of stress. Herein, clinical and preclinical evidence provided that stress-induced depressive pathology contributes to altered BDNF level and function in persons with MDD and, thereby, disruptions in neuroplasticity at the regional and circuit level. Conversely, effective therapeutics that mitigate depressive-related symptoms (e.g., antidepressants and physical activity) optimize BDNF in key brain regions, promote neuronal health and recovery of function in MDD-related circuits, and enhance pharmacotherapeutic response. A greater knowledge of the interrelationship between BDNF, depression, therapeutic mechanisms of action, and neuroplasticity is important as it necessarily precedes the derivation and deployment of more efficacious treatments.