Nowadays depression is considered as a systemic illness with different biological mechanisms involved in its etiology, including inflammatory response, hypothalamic-pituitary-adrenal (HPA) axis dysregulation and neurotransmitter and neurotrophic systems imbalance. Novel "omics" approaches, such as metabolomics and glycomics provide information about altered metabolic pathways and metabolites, as well as disturbances in glycosylation processes affected by or causing the development of depression. The clinical diagnosis of depression continues to be established based on the presence of the specific symptoms, but due to its heterogeneous underlying biological background, that differs according to the disease stage, there is an unmet need for treatment response biomarkers which would facilitate the process of appropriate treatment selection. This paper provides an overview of the role of major stress response system, the HPA axis, and its dysregulation in depression, possible involvement of neurotrophins, especially brain-derived neurotrophic factor, glial cell line-derived neurotrophic factor and insulin-like growth factor-1, in the development of depression. Article discusses how activated inflammation processes and increased cytokine levels, as well as disturbed neurotransmitter systems can contribute to different stages of depression and could specific metabolomic and glycomic species be considered as potential biomarkers of depression. The second part of the paper includes the most recent findings about available medical treatment of depression. The described biological factors impose an optimistic conclusion that they could represent easy obtainable biomarkers potentially predicting more personalized treatment and diagnostic options.