Current therapies in clinical practice face strong criticism regarding their efficacy, and side effects, which forced the neuro-researchers to discover novel agents with different mechanistic insights. Glycosides are naturally-occurring plant secondary metabolites with significant medicinal potential and clinical scope as antidepressant. The aim of this review is to focus on the antidepressant effects of glycosides in preclinical studies, with an emphasis on the possible mechanisms. The literature search revealed that only a few phytoglycosides have been evaluated for their relevance in depression alleviation. Through preclinical tests, it has come forth that the efficacy is mediated by the modulation of brain-derived neurotrophic factor (BDFN) in the hippocampus, that is known for promoting synaptic efficacy, neuronal connectivity and neuroplasticity. Thus, attempting the upregulation of BDNF expression by plant glycosides can be a novel therapeutic strategy for the treatment of depression. The outcome of this review can stimulate neuroscientists to evaluate plant-derived glycosides for the treatment of depression, as these structurally-complex and diverse molecules, might usher in a new paradigm in the treatment of depression, with a better efficacy and tolerability.