Depression is a chronic syndrome with complex etiology. Nearly one-third of patients are not sensitive to current antidepressants. In order to ensure the quality of life of all patients with depression, it is essential to explore new antidepressant treatment methods. Neuroactive steroids are metabolites of steroid hormones play an antidepressant role through multiple pathways and multiple targets. In this paper, the literature on neuroactive steroids in the treatment of depression was summarized to provide scientific basis for neuroactive steroids in the treatment of depression, and to provide new ideas for the development of antidepressant drugs.