Depression is a complex mental disease with polygenic inheritance and a high incidence. Our understanding of the clinical manifestations and pathogenesis of depression has recently improved. Continuous progress in gene-editing technologies has increased the construction efficiency and reduced the cost of gene-knockout animals, leading to their increasing use in the fields of basic research and drug development for depression and providing a powerful tool for revealing the pathogenesis of depression. In this review, we summarize recent progress in understanding the roles and mechanisms of candidate genes in depression using knockout model mice.