Major depressive disorder (MDD) has demonstrated its negative impact on various aspects of the lives of those affected. Although several therapies have been developed over the years, it remains a challenge for mental health professionals. Thus, understanding the pathophysiology of MDD is necessary to improve existing treatment options or seek new therapeutic alternatives. Clinical and preclinical studies in animal models of depression have shown the involvement of synaptic plasticity in both the development of MDD and the response to available drugs. However, synaptic plasticity involves a cascade of events, including the action of presynaptic proteins such as synaptophysin and synapsins and postsynaptic proteins such as postsynaptic density-95 (PSD-95). Additionally, several factors can negatively impact the process of spinogenesis/neurogenesis, which are related to many outcomes, including MDD. Thus, this narrative review aims to deepen the understanding of the involvement of synaptic formations and their components in the pathophysiology and treatment of MDD.